+231.1%
GM vs GSK
+80.1%
+151.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -3.5% | +1.1% | -1.1% |
| 30D | -1.1% | -3.4% | +2.3% | +0.1% |
| 3M | +6.1% | -8.1% | +14.2% | +9.3% |
| 6M | +15.0% | -11.1% | +26.1% | +19.8% |
| YTD | +6.0% | +0.7% | +5.2% | +4.9% |
| 1Y | +47.1% | +20.1% | +27.0% | +35.0% |
| 3Y | +170.5% | +46.1% | +124.4% | +119.9% |
| 5Y | +80.5% | +48.2% | +32.3% | +41.7% |
| All | +231.1% | +80.1% | +151.0% | +142.2% |
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