+13,507.3%
GOOGL vs GSK
+258.8%
+13,248.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.4% |
| 7D | -2.3% | -1.8% | -0.5% | -1.6% |
| 30D | -6.6% | -2.2% | -4.4% | -5.8% |
| 3M | -8.9% | -1.8% | -7.1% | -8.7% |
| 6M | +11.9% | -10.6% | +22.5% | +16.1% |
| YTD | +8.3% | +4.4% | +3.9% | +5.3% |
| 1Y | +46.2% | +30.4% | +15.8% | +29.4% |
| 3Y | +151.9% | +60.1% | +91.8% | +96.2% |
| 5Y | +137.7% | +46.8% | +90.9% | +88.6% |
| 10Y | +757.6% | +79.2% | +678.3% | +502.0% |
| All | +13,507.3% | +258.8% | +13,248.5% | +6,992.8% |
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 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