+2,883.5%
GE vs GSK
+1,705.8%
+1,177.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.8% |
| 7D | -1.6% | -1.8% | +0.2% | -0.9% |
| 30D | -11.6% | -2.2% | -9.4% | -11.0% |
| 3M | +3.0% | -1.8% | +4.8% | +3.3% |
| 6M | -0.5% | -10.6% | +10.1% | +3.4% |
| YTD | +9.7% | +4.4% | +5.3% | +7.3% |
| 1Y | +20.0% | +30.4% | -10.4% | +7.5% |
| 3Y | +275.8% | +60.1% | +215.8% | +203.7% |
| 5Y | +429.1% | +46.8% | +382.3% | +335.6% |
| 10Y | +151.2% | +79.2% | +72.0% | +90.4% |
| All | +2,883.5% | +1,705.8% | +1,177.7% | +971.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling