+159.2%
GSK vs BB
+258.8%
-99.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.8% | -5.6% | +3.8% | -1.5% |
| 30D | -2.2% | -11.8% | +9.6% | -1.6% |
| 3M | -1.8% | -25.5% | +23.7% | -0.7% |
| 6M | -10.6% | +121.3% | -131.9% | -15.2% |
| YTD | +4.4% | +103.2% | -98.7% | -0.5% |
| 1Y | +30.4% | +102.6% | -72.2% | +23.9% |
| 3Y | +60.1% | +37.5% | +22.6% | +52.5% |
| 5Y | +46.8% | -30.4% | +77.2% | +43.1% |
| 10Y | +79.2% | 0.0% | +79.2% | +61.0% |
| All | +159.2% | +258.8% | -99.7% | +86.1% |
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