+1,641.8%
GSK vs BRO
+25,589.7%
-23,947.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -5.4% | -8.6% | +3.2% | -4.1% |
| 30D | -4.6% | -6.9% | +2.3% | -3.5% |
| 3M | -5.1% | +10.5% | -15.6% | -6.7% |
| 6M | -11.4% | -2.8% | -8.7% | -11.3% |
| YTD | +0.7% | -16.1% | +16.9% | +3.0% |
| 1Y | +23.0% | -27.6% | +50.6% | +28.5% |
| 3Y | +48.0% | -7.3% | +55.3% | +48.2% |
| 5Y | +48.2% | +19.0% | +29.2% | +41.7% |
| 10Y | +80.0% | +292.7% | -212.7% | +45.6% |
| All | +1,641.8% | +25,589.7% | -23,947.9% | +1,076.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling