+2,064.0%
GS vs GSK
+181.0%
+1,883.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +1.0% |
| 7D | +0.9% | -1.8% | +2.8% | +1.8% |
| 30D | -1.6% | -2.2% | +0.6% | -0.7% |
| 3M | -4.5% | -1.8% | -2.7% | -4.4% |
| 6M | +20.9% | -10.6% | +31.5% | +26.3% |
| YTD | +19.9% | +4.4% | +15.5% | +15.4% |
| 1Y | +41.4% | +30.4% | +11.0% | +21.2% |
| 3Y | +239.2% | +60.1% | +179.1% | +152.6% |
| 5Y | +185.0% | +46.8% | +138.3% | +116.3% |
| 10Y | +655.0% | +79.2% | +575.7% | +403.9% |
| All | +2,064.0% | +181.0% | +1,883.0% | +881.2% |
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 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