+15.0%
GE vs GSK
+22.9%
-7.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.1% |
| 7D | -2.8% | -5.4% | +2.6% | -1.3% |
| 30D | -11.9% | -4.6% | -7.3% | -10.8% |
| 3M | +1.8% | -5.1% | +6.9% | +3.0% |
| 6M | -0.6% | -11.4% | +10.8% | +3.0% |
| YTD | +5.5% | +0.7% | +4.8% | +7.9% |
| 1Y | +15.0% | +23.0% | -8.1% | +14.7% |
| All | +15.0% | +22.9% | -7.9% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling