+49.3%
GSK vs BB
+68.2%
-18.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -2.8% |
| 7D | -4.2% | +0.5% | -4.7% | -4.2% |
| 30D | -7.5% | -12.4% | +4.8% | -7.2% |
| 3M | -3.3% | -15.3% | +12.0% | -3.3% |
| 6M | -9.3% | +128.8% | -138.1% | -13.2% |
| YTD | +1.6% | +107.7% | -106.1% | -2.3% |
| 1Y | +25.5% | +103.9% | -78.4% | +20.2% |
| 3Y | +49.3% | +72.6% | -23.3% | +39.6% |
| All | +49.3% | +68.2% | -18.9% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling