+171.0%
GSK vs BAH
+886.2%
-715.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.5% | -1.7% |
| 7D | -1.8% | -3.2% | +1.4% | -1.3% |
| 30D | -2.2% | +2.0% | -4.2% | -2.5% |
| 3M | -1.8% | -7.6% | +5.8% | -0.8% |
| 6M | -10.6% | -5.7% | -4.9% | -10.3% |
| YTD | +4.4% | -11.7% | +16.1% | +5.3% |
| 1Y | +30.4% | -27.4% | +57.8% | +35.9% |
| 3Y | +60.1% | -32.5% | +92.6% | +64.8% |
| 5Y | +46.8% | -3.3% | +50.1% | +38.8% |
| 10Y | +79.2% | +186.0% | -106.8% | +38.9% |
| All | +171.0% | +886.2% | -715.3% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling