+68.1%
GSK vs A
+67.3%
+0.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.8% |
| 7D | +4.9% | +4.8% | +0.1% | +4.0% |
| 30D | +10.8% | +5.6% | +5.2% | +9.5% |
| 3M | -1.8% | +23.6% | -25.4% | -6.1% |
| 6M | +4.1% | +56.4% | -52.3% | -5.6% |
| YTD | +7.9% | +33.4% | -25.5% | +1.2% |
| 1Y | +14.4% | +23.7% | -9.3% | +9.2% |
| 3Y | +68.1% | +71.0% | -2.9% | +52.9% |
| All | +68.1% | +67.3% | +0.8% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling