+60.2%
GSK vs BOXX
+18.4%
+41.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -5.4% | 0.0% | -5.5% | -5.3% |
| 30D | -4.6% | +0.3% | -4.9% | -4.1% |
| 3M | -5.1% | +1.0% | -6.1% | -3.2% |
| 6M | -11.4% | +1.9% | -13.4% | -8.0% |
| YTD | +0.7% | +2.6% | -1.9% | +6.2% |
| 1Y | +23.0% | +4.0% | +19.0% | +33.9% |
| 3Y | +48.0% | +14.6% | +33.4% | +105.7% |
| All | +60.2% | +18.4% | +41.8% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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