+2,520.1%
GPN vs GSK
+193.9%
+2,326.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -2.2% |
| 7D | -0.7% | -4.2% | +3.5% | +1.1% |
| 30D | +3.8% | -7.5% | +11.3% | +7.2% |
| 3M | +39.2% | -3.3% | +42.4% | +40.8% |
| 6M | +17.9% | -9.3% | +27.2% | +22.0% |
| YTD | +16.4% | +1.6% | +14.8% | +14.4% |
| 1Y | +3.6% | +25.5% | -21.9% | -7.6% |
| 3Y | -26.7% | +49.3% | -75.9% | -41.1% |
| 5Y | -44.8% | +46.7% | -91.4% | -56.3% |
| 10Y | +24.1% | +76.8% | -52.7% | -10.5% |
| All | +2,520.1% | +193.9% | +2,326.2% | +1,334.3% |
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