+187.5%
GSK vs A
+557.8%
-370.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 3M | -0.9% | +19.8% | -20.7% | -3.7% |
| 6M | +3.5% | +54.4% | -50.9% | -3.6% |
| YTD | +7.2% | +31.7% | -24.5% | +2.2% |
| 1Y | +12.0% | +22.4% | -10.4% | +7.9% |
| 3Y | +67.3% | +67.7% | -0.4% | +52.4% |
| 5Y | +45.3% | +15.7% | +29.5% | +38.2% |
| 10Y | +101.8% | +308.7% | -206.9% | +59.4% |
| All | +187.5% | +557.8% | -370.3% | +86.7% |
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 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