+615.0%
F vs GSK
+1,705.8%
-1,090.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.1% |
| 7D | +5.3% | -1.8% | +7.2% | +6.0% |
| 30D | +4.6% | -2.2% | +6.8% | +5.3% |
| 3M | -3.7% | -1.8% | -1.8% | -3.3% |
| 6M | +16.8% | -10.6% | +27.4% | +21.1% |
| YTD | +15.3% | +4.4% | +10.9% | +12.8% |
| 1Y | +31.0% | +30.4% | +0.6% | +17.5% |
| 3Y | +45.4% | +60.1% | -14.6% | +18.5% |
| 5Y | +54.7% | +46.8% | +7.9% | +28.6% |
| 10Y | +98.2% | +79.2% | +19.0% | +51.3% |
| All | +615.0% | +1,705.8% | -1,090.8% | +159.8% |
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