+135.0%
GOOG vs GSK
+47.2%
+87.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.7% |
| 7D | -2.5% | -5.4% | +2.9% | -1.9% |
| 30D | -3.6% | -4.6% | +1.0% | -3.1% |
| 3M | -6.4% | -5.1% | -1.3% | -6.0% |
| 6M | +7.8% | -11.4% | +19.2% | +9.2% |
| YTD | +5.5% | +0.7% | +4.8% | +5.1% |
| 1Y | +38.3% | +23.0% | +15.3% | +34.5% |
| 3Y | +143.1% | +48.0% | +95.1% | +125.5% |
| 5Y | +135.0% | +48.2% | +86.8% | +117.3% |
| All | +135.0% | +47.2% | +87.8% | +117.3% |
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