-38.1%
GLXY vs GSK
+44.5%
-82.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -3.0% |
| 7D | -16.2% | +5.2% | -21.4% | -14.4% |
| 30D | -30.6% | +10.2% | -40.8% | -28.4% |
| 3M | -27.7% | -0.9% | -26.8% | -26.7% |
| 6M | -53.3% | +3.5% | -56.8% | -52.4% |
| YTD | -36.9% | +7.2% | -44.1% | -34.8% |
| 1Y | -55.6% | +12.0% | -67.6% | -54.3% |
| All | -38.1% | +44.5% | -82.6% | -39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling