-3.6%
GLDM vs GSK
+9.5%
-13.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.1% |
| 7D | -2.0% | -1.1% | -0.9% | -1.9% |
| 30D | -4.4% | +7.8% | -12.3% | -5.0% |
| 3M | -8.8% | +0.3% | -9.2% | -8.8% |
| 6M | -15.9% | +3.4% | -19.3% | -16.2% |
| YTD | -7.7% | +5.9% | -13.6% | -6.0% |
| 1Y | -3.6% | +8.2% | -11.8% | -1.7% |
| All | -3.6% | +9.5% | -13.1% | -1.7% |
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