-39.0%
GIS vs GSK
+65.8%
-104.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | -3.4% | +1.1% | -4.5% | -3.7% |
| 30D | +6.9% | +6.3% | +0.5% | +5.2% |
| 3M | -10.1% | +1.8% | -11.9% | -10.6% |
| 6M | +5.9% | +1.7% | +4.2% | +5.2% |
| YTD | -21.1% | +6.5% | -27.6% | -23.1% |
| 1Y | -22.5% | +9.5% | -32.0% | -25.0% |
| 3Y | -39.0% | +65.3% | -104.3% | -49.4% |
| All | -39.0% | +65.8% | -104.8% | -49.4% |
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