+96.7%
GD vs GSK
+43.5%
+53.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.1% |
| 7D | -3.9% | +3.6% | -7.5% | -4.5% |
| 30D | +8.1% | +8.2% | -0.1% | +6.5% |
| 3M | -6.8% | -1.2% | -5.6% | -6.7% |
| 6M | +3.0% | +1.9% | +1.1% | +2.5% |
| YTD | +7.8% | +5.5% | +2.3% | +6.0% |
| 1Y | +5.8% | +11.8% | -6.0% | +3.0% |
| 3Y | +55.3% | +64.5% | -9.2% | +37.8% |
| 5Y | +96.7% | +41.9% | +54.8% | +76.3% |
| All | +96.7% | +43.5% | +53.1% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling