+132.5%
GOOGL vs GSK
+47.3%
+85.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -1.9% | -3.6% | +1.7% | -1.4% |
| 30D | -7.5% | -5.9% | -1.5% | -6.8% |
| 3M | -9.2% | -4.3% | -4.9% | -8.8% |
| 6M | +8.1% | -10.8% | +18.9% | +9.4% |
| YTD | +5.8% | +1.8% | +4.1% | +5.4% |
| 1Y | +38.3% | +23.5% | +14.9% | +34.4% |
| 3Y | +144.8% | +49.5% | +95.2% | +126.6% |
| 5Y | +132.5% | +49.7% | +82.9% | +116.1% |
| All | +132.5% | +47.3% | +85.2% | +116.1% |
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 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