+3.6%
GOOG vs GSK
+14.9%
-11.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.0% | -1.8% | +2.5% |
| 7D | -10.7% | +4.9% | -15.7% | -11.4% |
| 30D | -16.4% | +9.9% | -26.3% | -17.7% |
| 3M | -23.4% | +0.2% | -23.6% | -23.5% |
| 6M | -24.2% | +2.3% | -26.6% | -24.8% |
| YTD | -8.3% | +7.1% | -15.3% | -9.8% |
| 1Y | +3.6% | +13.1% | -9.5% | -0.2% |
| All | +3.6% | +14.9% | -11.3% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling