+199.8%
GS vs GSK
+65.8%
+133.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +5.9% | +1.1% | +4.7% | +5.8% |
| 30D | +4.3% | +6.3% | -2.0% | +3.9% |
| 3M | -11.7% | +1.8% | -13.5% | -11.7% |
| 6M | -3.2% | +1.7% | -4.8% | -3.4% |
| YTD | +5.8% | +6.5% | -0.7% | +5.3% |
| 1Y | +16.0% | +9.5% | +6.5% | +15.2% |
| 3Y | +199.8% | +65.3% | +134.4% | +187.8% |
| All | +199.8% | +65.8% | +133.9% | +187.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling