+9.6%
GSK vs A
+22.0%
-12.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | +5.2% | +1.4% | +3.8% | +5.0% |
| 30D | +10.2% | +4.3% | +5.9% | +9.3% |
| 3M | -0.9% | +19.8% | -20.7% | -3.9% |
| 6M | +3.5% | +54.4% | -50.9% | -3.8% |
| YTD | +7.2% | +31.7% | -24.5% | +4.5% |
| All | +9.6% | +22.0% | -12.4% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling