+48.2%
GSK vs BG
+88.4%
-40.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | -5.4% | +3.7% | -9.1% | -5.7% |
| 30D | -4.6% | +12.3% | -17.0% | -5.5% |
| 3M | -5.1% | -2.2% | -2.9% | -5.1% |
| 6M | -11.4% | +5.3% | -16.8% | -12.1% |
| YTD | +0.7% | +42.4% | -41.7% | -2.8% |
| 1Y | +23.0% | +55.2% | -32.2% | +17.6% |
| 3Y | +48.0% | +21.0% | +27.0% | +44.2% |
| 5Y | +48.2% | +87.1% | -38.9% | +39.1% |
| All | +48.2% | +88.4% | -40.2% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling