+17.7%
GFS vs GSK
+14.9%
+2.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.0% | -11.0% | -5.3% |
| 7D | -12.5% | +4.9% | -17.5% | -11.9% |
| 30D | -16.9% | +9.9% | -26.8% | -16.2% |
| 3M | -22.3% | +0.2% | -22.4% | -21.6% |
| 6M | -40.2% | +2.3% | -42.5% | -40.0% |
| YTD | +16.0% | +7.1% | +8.9% | +11.3% |
| 1Y | +17.7% | +13.1% | +4.5% | +9.0% |
| All | +17.7% | +14.9% | +2.8% | +9.0% |
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