+76.7%
GSK vs BEN
+56.7%
+20.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -5.4% | +0.3% | -5.7% | -5.5% |
| 30D | -4.6% | +0.9% | -5.5% | -4.8% |
| 3M | -5.1% | +9.2% | -14.3% | -6.6% |
| 6M | -11.4% | +36.8% | -48.2% | -16.3% |
| YTD | +0.7% | +44.4% | -43.7% | -5.7% |
| 1Y | +23.0% | +45.8% | -22.8% | +14.7% |
| 3Y | +48.0% | +52.5% | -4.6% | +34.7% |
| 5Y | +48.2% | +37.7% | +10.5% | +34.6% |
| All | +76.7% | +56.7% | +20.0% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BEN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling