+1,705.8%
GSK vs BEN
+4,913.3%
-3,207.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.7% |
| 7D | -1.8% | +0.2% | -2.1% | -1.9% |
| 30D | -2.2% | -0.5% | -1.6% | -2.1% |
| 3M | -1.8% | +9.7% | -11.5% | -4.0% |
| 6M | -10.6% | +33.9% | -44.5% | -16.6% |
| YTD | +4.4% | +49.0% | -44.6% | -4.9% |
| 1Y | +30.4% | +42.1% | -11.7% | +19.7% |
| 3Y | +60.1% | +51.9% | +8.2% | +41.6% |
| 5Y | +46.8% | +39.0% | +7.7% | +29.2% |
| 10Y | +79.2% | +57.9% | +21.4% | +44.6% |
| All | +1,705.8% | +4,913.3% | -3,207.5% | +457.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling