+101.8%
GSK vs BUD
-4.3%
+106.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | +5.2% | +6.0% | -0.8% | +3.4% |
| 30D | +10.2% | +11.3% | -1.1% | +6.7% |
| 3M | -0.9% | +3.6% | -4.5% | -2.0% |
| 6M | +3.5% | +7.7% | -4.2% | +1.0% |
| YTD | +7.2% | +36.4% | -29.1% | -2.5% |
| 1Y | +12.0% | +37.8% | -25.8% | +1.5% |
| 3Y | +67.3% | +51.2% | +16.1% | +46.5% |
| 5Y | +45.3% | +53.4% | -8.1% | +24.8% |
| 10Y | +101.8% | -3.2% | +105.0% | +84.5% |
| All | +101.8% | -4.3% | +106.1% | +84.5% |
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