+170.0%
GSK vs BG
+1,185.2%
-1,015.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.4% | -7.1% | -3.4% |
| 7D | -4.2% | +2.4% | -6.5% | -4.6% |
| 30D | -7.5% | +15.0% | -22.5% | -9.6% |
| 3M | -3.3% | -0.7% | -2.6% | -3.4% |
| 6M | -9.3% | +7.5% | -16.8% | -10.8% |
| YTD | +1.6% | +41.6% | -40.0% | -4.5% |
| 1Y | +25.5% | +50.7% | -25.2% | +16.5% |
| 3Y | +49.3% | +20.3% | +29.0% | +42.2% |
| 5Y | +46.7% | +85.2% | -38.6% | +27.9% |
| 10Y | +76.8% | +160.6% | -83.8% | +39.3% |
| All | +170.0% | +1,185.2% | -1,015.2% | +69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling