+1,710.5%
GS vs GSK
+184.0%
+1,526.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.4% | -4.9% | -5.7% |
| 7D | -6.3% | +3.6% | -9.9% | -7.8% |
| 30D | -3.1% | +8.2% | -11.3% | -6.8% |
| 3M | -17.7% | -1.2% | -16.5% | -17.7% |
| 6M | -4.6% | +1.9% | -6.4% | -6.6% |
| YTD | +0.3% | +5.5% | -5.2% | -4.3% |
| 1Y | +11.7% | +11.8% | -0.1% | +3.6% |
| 3Y | +183.6% | +64.5% | +119.1% | +107.8% |
| 5Y | +141.0% | +41.9% | +99.0% | +85.8% |
| 10Y | +507.4% | +105.1% | +402.4% | +276.2% |
| All | +1,710.5% | +184.0% | +1,526.6% | +713.5% |
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