+191.5%
GD vs GSK
+81.4%
+110.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.2% | -1.2% |
| 7D | -5.3% | -1.8% | -3.4% | -4.7% |
| 30D | -6.4% | -2.2% | -4.3% | -5.9% |
| 3M | +5.7% | -1.8% | +7.5% | +6.2% |
| 6M | -0.9% | -10.6% | +9.7% | +2.1% |
| YTD | +8.2% | +4.4% | +3.7% | +5.6% |
| 1Y | +13.4% | +30.4% | -17.0% | +2.3% |
| 3Y | +68.5% | +60.1% | +8.4% | +37.4% |
| 5Y | +97.2% | +46.8% | +50.4% | +62.8% |
| All | +191.5% | +81.4% | +110.1% | +116.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling