-23.5%
GFS vs GSK
+42.6%
-66.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +17.2% | +0.5% | +16.8% | +17.2% |
| 30D | -8.7% | +9.4% | -18.2% | -9.8% |
| 3M | -19.7% | +1.6% | -21.2% | -19.9% |
| 6M | -40.7% | +1.3% | -42.0% | -41.1% |
| YTD | +22.5% | +6.0% | +16.5% | +20.4% |
| 1Y | +25.2% | +9.1% | +16.1% | +22.4% |
| 3Y | -17.7% | +65.4% | -83.1% | -26.1% |
| 5Y | -23.5% | +43.0% | -66.5% | -28.7% |
| All | -23.5% | +42.6% | -66.1% | -28.7% |
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