+238.7%
GM vs GSK
+164.5%
+74.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.0% |
| 7D | +0.4% | -4.2% | +4.6% | +2.3% |
| 30D | -1.8% | -7.5% | +5.7% | +1.5% |
| 3M | +2.6% | -3.3% | +5.9% | +3.7% |
| 6M | +14.6% | -9.3% | +23.9% | +19.1% |
| YTD | +6.2% | +1.6% | +4.6% | +4.4% |
| 1Y | +48.7% | +25.5% | +23.2% | +31.6% |
| 3Y | +168.3% | +49.3% | +119.1% | +109.2% |
| 5Y | +82.8% | +46.7% | +36.1% | +40.1% |
| 10Y | +226.2% | +76.8% | +149.4% | +119.8% |
| All | +238.7% | +164.5% | +74.2% | +65.1% |
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