+23.0%
GSK vs BB
+101.1%
-78.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -1.2% |
| 7D | -5.4% | -2.1% | -3.3% | -5.5% |
| 30D | -4.6% | -16.0% | +11.4% | -5.2% |
| 3M | -5.1% | -14.5% | +9.4% | -6.1% |
| 6M | -11.4% | +118.6% | -130.0% | -9.0% |
| YTD | +0.7% | +98.9% | -98.2% | +3.0% |
| 1Y | +23.0% | +99.5% | -76.4% | +26.4% |
| All | +23.0% | +101.1% | -78.0% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling