-25.2%
GIS vs GSK
+47.2%
-72.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.8% |
| 7D | -8.4% | -5.4% | -3.0% | -7.2% |
| 30D | -5.2% | -4.6% | -0.6% | -4.2% |
| 3M | +8.2% | -5.1% | +13.3% | +9.4% |
| 6M | -12.0% | -11.4% | -0.6% | -9.8% |
| YTD | -18.9% | +0.7% | -19.6% | -19.5% |
| 1Y | -23.6% | +23.0% | -46.6% | -28.0% |
| 3Y | -37.6% | +48.0% | -85.6% | -44.1% |
| 5Y | -25.2% | +48.2% | -73.4% | -33.0% |
| All | -25.2% | +47.2% | -72.4% | -33.0% |
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