+0.6%
GLDM vs GSK
+14.2%
-13.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.7% |
| 7D | +5.0% | +4.9% | +0.1% | +4.6% |
| 30D | -1.3% | +10.8% | -12.1% | -2.2% |
| 3M | -4.7% | -1.8% | -2.9% | -4.5% |
| 6M | -12.4% | +4.1% | -16.5% | -12.8% |
| YTD | -4.1% | +7.9% | -11.9% | -2.6% |
| All | +0.6% | +14.2% | -13.5% | +2.5% |
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