-24.8%
GIS vs GSK
+21.8%
-46.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -6.4% | -3.5% | -2.8% | -5.8% |
| 30D | -6.1% | -3.4% | -2.7% | -5.5% |
| 3M | +7.8% | -8.1% | +16.0% | +9.3% |
| 6M | -8.8% | -11.1% | +2.3% | -7.4% |
| YTD | -19.1% | +0.7% | -19.9% | -19.6% |
| 1Y | -24.8% | +20.1% | -44.9% | -26.9% |
| All | -24.8% | +21.8% | -46.6% | -26.9% |
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 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