+2.1%
GLDM vs GSK
+11.3%
-9.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +4.7% | +1.7% | +3.0% | +4.5% |
| 30D | -0.9% | +7.0% | -7.9% | -1.5% |
| 3M | -4.3% | -2.7% | -1.7% | -4.0% |
| 6M | -13.4% | +1.4% | -14.8% | -13.6% |
| YTD | -5.8% | +5.3% | -11.2% | -4.5% |
| 1Y | +2.1% | +10.6% | -8.6% | +3.4% |
| All | +2.1% | +11.3% | -9.2% | +3.4% |
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 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