+81.6%
GSK vs BUD
-22.5%
+104.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | -4.2% | +0.8% | -4.9% | -4.4% |
| 30D | -7.5% | -4.8% | -2.7% | -6.2% |
| 3M | -3.3% | +1.4% | -4.6% | -3.7% |
| 6M | -9.3% | +9.9% | -19.2% | -12.0% |
| YTD | +1.6% | +26.3% | -24.8% | -5.4% |
| 1Y | +25.5% | +36.1% | -10.7% | +14.3% |
| 3Y | +49.3% | +48.6% | +0.7% | +31.5% |
| 5Y | +46.7% | +45.0% | +1.7% | +28.2% |
| All | +81.6% | -22.5% | +104.1% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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