+100.5%
GD vs GSK
+44.4%
+56.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +2.7% | +1.1% | +1.5% | +2.4% |
| 30D | +8.6% | +6.3% | +2.3% | +7.4% |
| 3M | -7.1% | +1.8% | -8.9% | -7.5% |
| 6M | +7.5% | +1.7% | +5.8% | +7.0% |
| YTD | +9.9% | +6.5% | +3.4% | +8.0% |
| 1Y | +7.6% | +9.5% | -1.9% | +5.1% |
| 3Y | +56.2% | +65.3% | -9.1% | +38.4% |
| All | +100.5% | +44.4% | +56.1% | +76.8% |
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 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