+180.0%
GSK vs A
+457.0%
-277.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -1.8% | -1.9% | +0.1% | -1.6% |
| 30D | -2.2% | +6.9% | -9.1% | -3.2% |
| 3M | -1.8% | +9.2% | -11.0% | -3.3% |
| 6M | -10.6% | +25.7% | -36.3% | -14.0% |
| YTD | +4.4% | +11.5% | -7.1% | +2.2% |
| 1Y | +30.4% | +18.4% | +12.1% | +26.4% |
| 3Y | +60.1% | +26.6% | +33.5% | +52.1% |
| 5Y | +46.8% | -12.8% | +59.6% | +45.8% |
| 10Y | +79.2% | +247.2% | -168.0% | +45.3% |
| All | +180.0% | +457.0% | -277.0% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling