+7.6%
GE vs GSK
+9.8%
-2.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.5% | -3.5% |
| 7D | +5.1% | +0.5% | +4.7% | +5.0% |
| 30D | +7.6% | +9.4% | -1.9% | +4.7% |
| 3M | -9.3% | +1.6% | -10.9% | -9.8% |
| 6M | +11.5% | +1.3% | +10.2% | +10.3% |
| YTD | +7.9% | +6.0% | +1.9% | +10.6% |
| 1Y | +7.6% | +9.1% | -1.4% | +10.3% |
| All | +7.6% | +9.8% | -2.1% | +10.3% |
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 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