+8.2%
GSK vs A
+21.4%
-13.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +7.8% | +3.3% | +4.6% | +7.2% |
| 3M | +0.3% | +18.5% | -18.2% | -2.5% |
| 6M | +3.4% | +59.3% | -55.9% | -4.9% |
| YTD | +5.9% | +31.0% | -25.1% | +3.3% |
| 1Y | +8.2% | +19.3% | -11.1% | +8.3% |
| All | +8.2% | +21.4% | -13.1% | +8.3% |
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