+164.4%
GSK vs BB
+314.8%
-150.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.7% |
| 7D | +1.1% | +1.8% | -0.7% | +1.0% |
| 30D | +6.3% | +8.1% | -1.8% | +5.7% |
| 3M | +1.8% | -1.0% | +2.8% | +1.5% |
| 6M | +1.7% | +45.9% | -44.2% | -1.3% |
| YTD | +6.5% | +134.8% | -128.3% | +0.5% |
| 1Y | +9.5% | +104.6% | -95.1% | +3.9% |
| 3Y | +65.3% | +152.8% | -87.5% | +52.3% |
| 5Y | +43.7% | -17.4% | +61.2% | +38.7% |
| 10Y | +104.1% | +22.4% | +81.7% | +81.0% |
| All | +164.4% | +314.8% | -150.3% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling