-2.4%
GFS vs GSK
+47.8%
-50.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.5% | +1.8% |
| 7D | +1.0% | -1.8% | +2.8% | +1.3% |
| 30D | -8.6% | -2.2% | -6.4% | -8.3% |
| 3M | -46.5% | -1.8% | -44.7% | -46.6% |
| 6M | -4.8% | -10.6% | +5.8% | -3.3% |
| YTD | +29.7% | +4.4% | +25.2% | +27.7% |
| 1Y | +35.8% | +30.4% | +5.4% | +27.8% |
| 3Y | -18.3% | +60.1% | -78.4% | -26.7% |
| All | -2.4% | +47.8% | -50.2% | -10.9% |
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