+75.8%
GM vs GSK
+47.2%
+28.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -3.5% | +1.1% | -1.6% |
| 30D | -1.1% | -3.4% | +2.3% | -0.4% |
| 3M | +6.1% | -8.1% | +14.2% | +8.1% |
| 6M | +15.0% | -11.1% | +26.1% | +17.9% |
| YTD | +6.0% | +0.7% | +5.2% | +5.7% |
| 1Y | +47.1% | +20.1% | +27.0% | +40.6% |
| 3Y | +170.5% | +46.1% | +124.4% | +138.7% |
| All | +75.8% | +47.2% | +28.6% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling