+104.0%
GSK vs BB
+28.6%
+75.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.1% | -1.4% |
| 7D | -1.1% | +7.3% | -8.4% | -1.4% |
| 30D | +7.8% | +11.2% | -3.4% | +7.2% |
| 3M | +0.3% | +4.7% | -4.4% | -0.2% |
| 6M | +3.4% | +51.1% | -47.7% | +0.5% |
| YTD | +5.9% | +148.0% | -142.1% | +0.1% |
| 1Y | +8.2% | +106.1% | -97.9% | +3.2% |
| 3Y | +65.3% | +158.2% | -93.0% | +52.9% |
| 5Y | +43.3% | -10.8% | +54.1% | +38.0% |
| All | +104.0% | +28.6% | +75.4% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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