+81.9%
GSK vs A
+236.6%
-154.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | -3.6% | -4.4% | +0.8% | -2.5% |
| 30D | -5.9% | -2.7% | -3.3% | -5.3% |
| 3M | -4.3% | +7.0% | -11.3% | -6.2% |
| 6M | -10.8% | +24.6% | -35.4% | -16.6% |
| YTD | +1.8% | +7.0% | -5.2% | -0.9% |
| 1Y | +23.5% | +15.6% | +7.9% | +17.5% |
| 3Y | +49.5% | +29.9% | +19.6% | +34.7% |
| 5Y | +49.7% | -15.4% | +65.0% | +50.2% |
| 10Y | +81.9% | +248.9% | -166.9% | +15.8% |
| All | +81.9% | +236.6% | -154.7% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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