+47.4%
GSK vs BEN
+55.5%
-8.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -4.2% | +4.7% | -8.9% | -4.6% |
| 30D | -7.5% | +2.6% | -10.1% | -7.7% |
| 3M | -3.3% | +11.5% | -14.8% | -4.3% |
| 6M | -9.3% | +35.3% | -44.7% | -12.0% |
| YTD | +1.6% | +48.6% | -47.0% | -2.0% |
| 1Y | +25.5% | +46.7% | -21.2% | +21.1% |
| All | +47.4% | +55.5% | -8.1% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling