+1,705.8%
GSK vs BN
+15,251.3%
-13,545.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.7% | -1.9% |
| 7D | -1.8% | -2.5% | +0.6% | -1.3% |
| 30D | -2.2% | -9.5% | +7.3% | 0.0% |
| 3M | -1.8% | -10.4% | +8.6% | +0.5% |
| 6M | -10.6% | -6.4% | -4.3% | -9.6% |
| YTD | +4.4% | -11.9% | +16.3% | +6.8% |
| 1Y | +30.4% | -8.6% | +39.0% | +31.9% |
| 3Y | +60.1% | +77.6% | -17.5% | +36.0% |
| 5Y | +46.8% | +37.0% | +9.8% | +29.7% |
| 10Y | +79.2% | +266.4% | -187.2% | +22.8% |
| All | +1,705.8% | +15,251.3% | -13,545.5% | +685.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling