+81.9%
GSK vs BAH
+186.6%
-104.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.6% | -1.3% | -2.3% | -3.4% |
| 30D | -5.9% | -6.6% | +0.7% | -4.9% |
| 3M | -4.3% | -7.2% | +2.9% | -3.4% |
| 6M | -10.8% | -10.0% | -0.8% | -9.8% |
| YTD | +1.8% | -12.5% | +14.2% | +2.7% |
| 1Y | +23.5% | -27.9% | +51.4% | +28.9% |
| 3Y | +49.5% | -31.4% | +80.9% | +52.5% |
| 5Y | +49.7% | -3.2% | +52.9% | +38.5% |
| 10Y | +81.9% | +191.5% | -109.5% | +41.7% |
| All | +81.9% | +186.6% | -104.7% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling