+46.7%
GSK vs A
-14.2%
+60.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -2.2% |
| 7D | -4.2% | -2.1% | -2.1% | -3.8% |
| 30D | -7.5% | +0.6% | -8.1% | -7.7% |
| 3M | -3.3% | +10.9% | -14.2% | -5.4% |
| 6M | -9.3% | +28.2% | -37.5% | -14.3% |
| YTD | +1.6% | +8.6% | -7.0% | -0.6% |
| 1Y | +25.5% | +15.5% | +10.0% | +21.0% |
| 3Y | +49.3% | +31.8% | +17.5% | +38.4% |
| 5Y | +46.7% | -14.9% | +61.5% | +36.7% |
| All | +46.7% | -14.2% | +60.9% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling