+2,371.3%
D vs GSK
+1,721.8%
+649.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +3.0% | +1.7% | +1.3% | +2.6% |
| 30D | +11.5% | +7.0% | +4.5% | +9.8% |
| 3M | +3.7% | -2.7% | +6.4% | +4.2% |
| 6M | +13.5% | +1.4% | +12.1% | +12.9% |
| YTD | +20.7% | +5.3% | +15.4% | +18.7% |
| 1Y | +18.2% | +10.6% | +7.6% | +14.9% |
| 3Y | +73.3% | +62.6% | +10.7% | +52.6% |
| 5Y | +12.3% | +41.7% | -29.4% | +1.1% |
| 10Y | +43.4% | +104.7% | -61.3% | +19.1% |
| All | +2,371.3% | +1,721.8% | +649.6% | +1,372.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling