-24.9%
GFS vs GSK
+63.2%
-88.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.2% |
| 7D | -7.8% | +1.7% | -9.5% | -7.9% |
| 30D | -19.7% | +7.0% | -26.7% | -20.2% |
| 3M | -23.1% | -2.7% | -20.5% | -22.9% |
| 6M | -46.4% | +1.4% | -47.8% | -46.7% |
| YTD | +11.0% | +5.3% | +5.7% | +9.3% |
| 1Y | +12.6% | +10.6% | +2.0% | +9.9% |
| 3Y | -24.9% | +62.6% | -87.5% | -28.5% |
| All | -24.9% | +63.2% | -88.2% | -28.5% |
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