+25.3%
GPN vs GSK
+80.1%
-54.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.6% | -3.5% | -1.1% | -3.2% |
| 30D | -0.3% | -3.4% | +3.2% | +1.1% |
| 3M | +35.4% | -8.1% | +43.6% | +39.8% |
| 6M | +21.7% | -11.1% | +32.8% | +26.8% |
| YTD | +14.9% | +0.7% | +14.1% | +13.3% |
| 1Y | +3.2% | +20.1% | -16.9% | -6.3% |
| 3Y | -27.1% | +46.1% | -73.3% | -41.5% |
| 5Y | -44.4% | +48.2% | -92.6% | -57.2% |
| All | +25.3% | +80.1% | -54.7% | -10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling