-21.1%
GIS vs GSK
+80.1%
-101.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -6.4% | -3.5% | -2.8% | -5.4% |
| 30D | -6.1% | -3.4% | -2.7% | -5.2% |
| 3M | +7.8% | -8.1% | +16.0% | +10.4% |
| 6M | -8.8% | -11.1% | +2.3% | -5.9% |
| YTD | -19.1% | +0.7% | -19.9% | -19.9% |
| 1Y | -24.8% | +20.1% | -44.9% | -29.7% |
| 3Y | -37.6% | +46.1% | -83.7% | -45.9% |
| 5Y | -25.4% | +48.2% | -73.7% | -36.8% |
| All | -21.1% | +80.1% | -101.1% | -38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling