+37.1%
GSK vs BTSG
+389.4%
-352.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | 0.0% |
| 7D | -3.5% | -3.3% | -0.2% | -3.4% |
| 30D | -3.4% | -1.6% | -1.9% | -3.4% |
| 3M | -8.1% | -6.9% | -1.2% | -8.0% |
| 6M | -11.1% | +42.1% | -53.2% | -13.0% |
| YTD | +0.7% | +56.8% | -56.1% | -1.9% |
| 1Y | +20.1% | +109.8% | -89.7% | +15.2% |
| All | +37.1% | +389.4% | -352.3% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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