+155.6%
GS vs GSK
+44.4%
+111.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +5.9% | +1.1% | +4.7% | +5.7% |
| 30D | +4.3% | +6.3% | -2.0% | +3.3% |
| 3M | -11.7% | +1.8% | -13.5% | -12.0% |
| 6M | -3.2% | +1.7% | -4.8% | -3.7% |
| YTD | +5.8% | +6.5% | -0.7% | +4.1% |
| 1Y | +16.0% | +9.5% | +6.5% | +13.6% |
| 3Y | +199.8% | +65.3% | +134.4% | +162.2% |
| All | +155.6% | +44.4% | +111.2% | +118.2% |
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