+284.3%
GE vs GSK
+57.7%
+226.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.5% |
| 7D | -1.6% | -1.8% | +0.2% | -1.2% |
| 30D | -11.6% | -2.2% | -9.4% | -11.2% |
| 3M | +3.0% | -1.8% | +4.8% | +3.2% |
| 6M | -0.5% | -10.6% | +10.1% | +1.6% |
| YTD | +9.7% | +4.4% | +5.3% | +9.5% |
| 1Y | +20.0% | +30.4% | -10.4% | +15.6% |
| All | +284.3% | +57.7% | +226.6% | +241.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling