+172.1%
GM vs GSK
+47.2%
+124.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.9% | +3.0% |
| 7D | -1.1% | -5.4% | +4.3% | -0.1% |
| 30D | -3.4% | -4.6% | +1.2% | -2.7% |
| 3M | +8.7% | -5.1% | +13.8% | +9.5% |
| 6M | +15.4% | -11.4% | +26.8% | +17.6% |
| YTD | +6.6% | +0.7% | +5.9% | +7.0% |
| 1Y | +51.5% | +23.0% | +28.5% | +48.1% |
| All | +172.1% | +47.2% | +124.9% | +146.6% |
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