+180.6%
GSK vs BTG
+392.0%
-211.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.9% |
| 7D | -1.8% | -0.9% | -0.9% | -1.8% |
| 30D | -2.2% | +36.8% | -39.0% | -3.5% |
| 3M | -1.8% | +23.1% | -24.9% | -2.8% |
| 6M | -10.6% | +3.5% | -14.1% | -11.1% |
| YTD | +4.4% | +25.5% | -21.1% | +2.9% |
| 1Y | +30.4% | +40.1% | -9.7% | +27.7% |
| 3Y | +60.1% | +101.1% | -41.0% | +53.3% |
| 5Y | +46.8% | +70.6% | -23.8% | +40.9% |
| 10Y | +79.2% | +152.1% | -72.9% | +67.5% |
| All | +180.6% | +392.0% | -211.4% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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