+46.7%
GSK vs BAH
-2.8%
+49.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.6% |
| 7D | -4.2% | -4.3% | +0.2% | -3.8% |
| 30D | -7.5% | -4.5% | -3.1% | -7.1% |
| 3M | -3.3% | -7.6% | +4.3% | -2.8% |
| 6M | -9.3% | -10.6% | +1.3% | -8.8% |
| YTD | +1.6% | -12.6% | +14.2% | +2.0% |
| 1Y | +25.5% | -27.0% | +52.5% | +28.5% |
| 3Y | +49.3% | -31.5% | +80.7% | +50.3% |
| 5Y | +46.7% | -3.8% | +50.5% | +42.0% |
| All | +46.7% | -2.8% | +49.5% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling