+76.7%
GSK vs BRO
+294.2%
-217.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -3.5% | -7.3% | +3.8% | -1.4% |
| 30D | -3.4% | -6.9% | +3.4% | -1.5% |
| 3M | -8.1% | +10.7% | -18.8% | -11.0% |
| 6M | -11.1% | -2.7% | -8.4% | -11.0% |
| YTD | +0.7% | -16.3% | +17.1% | +5.3% |
| 1Y | +20.1% | -29.1% | +49.2% | +31.7% |
| 3Y | +46.1% | -7.8% | +54.0% | +45.2% |
| 5Y | +48.2% | +18.7% | +29.5% | +30.8% |
| All | +76.7% | +294.2% | -217.5% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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