-5.4%
GLXY vs GSK
+24.6%
-30.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.2% | -7.2% | -7.0% |
| 7D | +4.5% | -3.6% | +8.1% | +3.5% |
| 30D | +28.8% | -5.9% | +34.8% | +27.0% |
| 3M | -23.0% | -4.3% | -18.8% | -23.7% |
| 6M | +17.0% | -10.8% | +27.8% | +14.8% |
| YTD | +12.5% | +1.8% | +10.7% | +15.6% |
| 1Y | -5.4% | +23.5% | -28.9% | -10.0% |
| All | -5.4% | +24.6% | -30.0% | -10.0% |
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