+15.5%
GLXY vs GSK
+40.7%
-25.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -1.0% |
| 7D | +13.4% | -1.8% | +15.3% | +13.1% |
| 30D | +38.1% | -2.2% | +40.3% | +37.7% |
| 3M | -7.3% | -1.8% | -5.5% | -7.5% |
| 6M | +8.2% | -10.6% | +18.8% | +6.8% |
| YTD | +17.8% | +4.4% | +13.3% | +19.4% |
| 1Y | +14.9% | +30.4% | -15.5% | +10.6% |
| All | +15.5% | +40.7% | -25.2% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling