+25.5%
GSK vs BUD
+35.5%
-10.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.1% |
| 3M | -3.3% | +1.4% | -4.6% | -3.8% |
| 6M | -9.3% | +9.9% | -19.2% | -12.4% |
| YTD | +1.6% | +26.3% | -24.8% | -4.2% |
| 1Y | +25.5% | +36.1% | -10.7% | +18.1% |
| All | +25.5% | +35.5% | -10.0% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling