+11,791.0%
GOOGL vs GSK
+266.1%
+11,524.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | +3.9% | +1.1% | +2.7% | +3.4% |
| 30D | -14.9% | +6.3% | -21.3% | -17.1% |
| 3M | -14.6% | +1.8% | -16.4% | -15.4% |
| 6M | -26.4% | +1.7% | -28.1% | -27.5% |
| YTD | -5.3% | +6.5% | -11.9% | -9.0% |
| 1Y | +6.5% | +9.5% | -3.0% | +1.2% |
| 3Y | +126.0% | +65.3% | +60.7% | +73.7% |
| 5Y | +100.8% | +43.7% | +57.1% | +61.1% |
| 10Y | +673.8% | +104.1% | +569.7% | +409.9% |
| All | +11,791.0% | +266.1% | +11,524.9% | +6,032.6% |
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