+76.7%
GSK vs BG
+166.7%
-89.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.2% |
| 7D | -3.5% | +3.1% | -6.6% | -3.9% |
| 30D | -3.4% | +10.2% | -13.7% | -4.8% |
| 3M | -8.1% | -1.7% | -6.5% | -8.1% |
| 6M | -11.1% | +1.0% | -12.1% | -11.6% |
| YTD | +0.7% | +39.9% | -39.2% | -4.4% |
| 1Y | +20.1% | +53.2% | -33.1% | +12.2% |
| 3Y | +46.1% | +16.3% | +29.8% | +41.0% |
| 5Y | +48.2% | +83.9% | -35.6% | +30.3% |
| All | +76.7% | +166.7% | -89.9% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling