+97.2%
GD vs GSK
+48.0%
+49.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.2% | -1.4% |
| 7D | -5.3% | -1.8% | -3.4% | -4.9% |
| 30D | -6.4% | -2.2% | -4.3% | -6.1% |
| 3M | +5.7% | -1.8% | +7.5% | +6.0% |
| 6M | -0.9% | -10.6% | +9.7% | +0.7% |
| YTD | +8.2% | +4.4% | +3.7% | +6.7% |
| 1Y | +13.4% | +30.4% | -17.0% | +7.1% |
| 3Y | +68.5% | +60.1% | +8.4% | +50.9% |
| All | +97.2% | +48.0% | +49.2% | +76.7% |
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 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