+1,488.6%
GIS vs GSK
+1,705.8%
-217.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.5% | -2.0% |
| 7D | -7.8% | -1.8% | -6.0% | -7.5% |
| 30D | +6.6% | -2.2% | +8.7% | +7.1% |
| 3M | +21.0% | -1.8% | +22.8% | +21.4% |
| 6M | -9.1% | -10.6% | +1.5% | -7.0% |
| YTD | -13.6% | +4.4% | -18.0% | -14.9% |
| 1Y | -18.0% | +30.4% | -48.4% | -23.5% |
| 3Y | -33.7% | +60.1% | -93.7% | -41.5% |
| 5Y | -19.4% | +46.8% | -66.2% | -28.1% |
| 10Y | -21.3% | +79.2% | -100.5% | -33.6% |
| All | +1,488.6% | +1,705.8% | -217.3% | +555.8% |
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