-44.2%
GPN vs GSK
+47.2%
-91.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | -3.5% | -5.4% | +1.9% | -2.3% |
| 30D | +3.1% | -4.6% | +7.7% | +4.2% |
| 3M | +42.3% | -5.1% | +47.4% | +43.8% |
| 6M | +20.9% | -11.4% | +32.3% | +23.9% |
| YTD | +15.2% | +0.7% | +14.5% | +14.6% |
| 1Y | +5.4% | +23.0% | -17.6% | 0.0% |
| 3Y | -27.4% | +48.0% | -75.4% | -35.0% |
| 5Y | -44.2% | +48.2% | -92.4% | -51.8% |
| All | -44.2% | +47.2% | -91.4% | -51.8% |
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 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