+436.7%
GE vs GSK
+46.9%
+389.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | 0.0% |
| 7D | +1.2% | -4.2% | +5.3% | +2.2% |
| 30D | -9.5% | -7.5% | -2.0% | -7.8% |
| 3M | +4.1% | -3.3% | +7.4% | +4.7% |
| 6M | +3.9% | -9.3% | +13.3% | +6.3% |
| YTD | +9.0% | +1.6% | +7.4% | +8.7% |
| 1Y | +21.9% | +25.5% | -3.6% | +15.7% |
| 3Y | +281.8% | +49.3% | +232.5% | +239.4% |
| 5Y | +436.7% | +46.7% | +390.1% | +366.1% |
| All | +436.7% | +46.9% | +389.8% | +366.1% |
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