+102.9%
GSK vs BN
+281.2%
-178.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.0% |
| 7D | -1.1% | -2.4% | +1.3% | -0.5% |
| 30D | +7.8% | +13.5% | -5.7% | +4.6% |
| 3M | +0.3% | -5.9% | +6.3% | +1.6% |
| 6M | +3.4% | -8.9% | +12.4% | +5.4% |
| YTD | +5.9% | -7.9% | +13.8% | +7.2% |
| 1Y | +8.2% | -8.3% | +16.5% | +9.5% |
| 3Y | +65.3% | +100.8% | -35.5% | +33.0% |
| 5Y | +43.3% | +38.2% | +5.1% | +25.4% |
| 10Y | +102.9% | +302.3% | -199.4% | +22.2% |
| All | +102.9% | +281.2% | -178.3% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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