+152.0%
GE vs GSK
+105.0%
+47.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +2.7% | +1.1% | +1.5% | +2.2% |
| 30D | +8.1% | +6.3% | +1.7% | +5.3% |
| 3M | -7.9% | +1.8% | -9.7% | -8.9% |
| 6M | +12.9% | +1.7% | +11.2% | +11.3% |
| YTD | +8.2% | +6.5% | +1.6% | +4.5% |
| 1Y | +9.7% | +9.5% | +0.2% | +4.6% |
| 3Y | +266.1% | +65.3% | +200.8% | +179.6% |
| 5Y | +407.4% | +43.7% | +363.6% | +308.4% |
| All | +152.0% | +105.0% | +47.0% | +68.5% |
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