+105.4%
GSK vs A
+311.0%
-205.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | +5.2% | +1.4% | +3.8% | +4.8% |
| 30D | +10.2% | +4.3% | +5.9% | +8.8% |
| 3M | -0.9% | +19.8% | -20.7% | -5.7% |
| 6M | +3.5% | +54.4% | -50.9% | -8.5% |
| YTD | +7.2% | +31.7% | -24.5% | -1.3% |
| 1Y | +12.0% | +22.4% | -10.4% | +5.1% |
| 3Y | +67.3% | +67.7% | -0.4% | +40.9% |
| 5Y | +45.3% | +15.7% | +29.5% | +33.2% |
| All | +105.4% | +311.0% | -205.5% | +30.5% |
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