+129.6%
GSK vs BR
+1,286.0%
-1,156.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.0% |
| 7D | -4.2% | -5.9% | +1.8% | -2.4% |
| 30D | -7.5% | +1.9% | -9.4% | -8.1% |
| 3M | -3.3% | +14.7% | -17.9% | -7.5% |
| 6M | -9.3% | -12.8% | +3.4% | -6.2% |
| YTD | +1.6% | -23.0% | +24.6% | +8.9% |
| 1Y | +25.5% | -31.7% | +57.2% | +39.5% |
| 3Y | +49.3% | -4.8% | +54.0% | +47.3% |
| 5Y | +46.7% | +7.8% | +38.8% | +36.5% |
| 10Y | +76.8% | +184.1% | -107.3% | +14.8% |
| All | +129.6% | +1,286.0% | -1,156.4% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling