-40.1%
GLXY vs GSK
+41.9%
-82.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.2% |
| 7D | -14.6% | +1.7% | -16.3% | -13.7% |
| 30D | -36.2% | +7.0% | -43.2% | -34.6% |
| 3M | -30.1% | -2.7% | -27.4% | -29.5% |
| 6M | -56.1% | +1.4% | -57.5% | -55.5% |
| YTD | -38.9% | +5.3% | -44.3% | -37.2% |
| 1Y | -55.0% | +10.6% | -65.7% | -54.0% |
| All | -40.1% | +41.9% | -82.0% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling