+457.2%
GS vs GSK
+102.9%
+354.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +1.6% | +5.2% | -3.6% | +0.1% |
| 30D | +1.7% | +10.2% | -8.5% | -1.5% |
| 3M | -11.6% | -0.9% | -10.7% | -11.6% |
| 6M | -1.9% | +3.5% | -5.4% | -3.7% |
| YTD | +5.1% | +7.2% | -2.2% | +1.2% |
| 1Y | +16.4% | +12.0% | +4.4% | +10.4% |
| 3Y | +199.0% | +67.3% | +131.6% | +133.6% |
| 5Y | +157.4% | +45.3% | +112.2% | +110.0% |
| 10Y | +457.2% | +101.8% | +355.5% | +299.7% |
| All | +457.2% | +102.9% | +354.3% | +299.7% |
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