+11,697.7%
GOOGL vs GSK
+263.9%
+11,433.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.6% |
| 7D | +1.6% | -1.1% | +2.6% | +2.0% |
| 30D | -16.8% | +7.8% | -24.6% | -19.4% |
| 3M | -14.6% | +0.3% | -14.9% | -15.0% |
| 6M | -24.4% | +3.4% | -27.8% | -26.0% |
| YTD | -6.1% | +5.9% | -12.0% | -9.5% |
| 1Y | +1.0% | +8.2% | -7.2% | -3.6% |
| 3Y | +123.4% | +65.3% | +58.2% | +71.6% |
| 5Y | +103.2% | +43.3% | +59.9% | +63.2% |
| 10Y | +667.7% | +102.9% | +564.8% | +407.0% |
| All | +11,697.7% | +263.9% | +11,433.8% | +5,998.5% |
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