+45.0%
GSK vs BTSG
+493.4%
-448.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.5% |
| 7D | +1.1% | +6.0% | -4.9% | +0.9% |
| 30D | +6.3% | +12.4% | -6.1% | +5.8% |
| 3M | +1.8% | +18.2% | -16.4% | +1.1% |
| 6M | +1.7% | +26.0% | -24.4% | +0.4% |
| YTD | +6.5% | +90.1% | -83.6% | +3.0% |
| 1Y | +9.5% | +124.3% | -114.8% | +4.9% |
| All | +45.0% | +493.4% | -448.4% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling