+48.2%
GSK vs BR
+7.7%
+40.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -5.4% | -6.0% | +0.6% | -4.3% |
| 30D | -4.6% | -0.9% | -3.8% | -4.5% |
| 3M | -5.1% | +16.4% | -21.5% | -7.8% |
| 6M | -11.4% | -8.2% | -3.2% | -10.1% |
| YTD | +0.7% | -23.2% | +23.9% | +6.0% |
| 1Y | +23.0% | -30.9% | +54.0% | +32.6% |
| 3Y | +48.0% | -5.0% | +53.0% | +46.5% |
| 5Y | +48.2% | +8.8% | +39.4% | +36.2% |
| All | +48.2% | +7.7% | +40.5% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling