+46.1%
GSK vs BG
+18.0%
+28.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.1% |
| 7D | -3.5% | +3.1% | -6.6% | -3.7% |
| 30D | -3.4% | +10.2% | -13.7% | -4.0% |
| 3M | -8.1% | -1.7% | -6.5% | -8.2% |
| 6M | -11.1% | +1.0% | -12.1% | -11.4% |
| YTD | +0.7% | +39.9% | -39.2% | -1.8% |
| 1Y | +20.1% | +53.2% | -33.1% | +16.4% |
| 3Y | +46.1% | +16.3% | +29.8% | +45.4% |
| All | +46.1% | +18.0% | +28.1% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling