+76.7%
GSK vs BN
+263.5%
-186.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -5.4% | -5.9% | +0.5% | -4.1% |
| 30D | -4.6% | -15.1% | +10.5% | -1.0% |
| 3M | -5.1% | -14.6% | +9.5% | -1.7% |
| 6M | -11.4% | -8.4% | -3.0% | -9.9% |
| YTD | +0.7% | -16.8% | +17.5% | +4.5% |
| 1Y | +23.0% | -14.4% | +37.4% | +26.3% |
| 3Y | +48.0% | +70.1% | -22.1% | +23.7% |
| 5Y | +48.2% | +33.5% | +14.7% | +29.7% |
| All | +76.7% | +263.5% | -186.8% | +6.8% |
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