+226.9%
GSK vs BUD
+201.1%
+25.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -2.2% | -5.7% | +3.5% | -0.3% |
| 3M | -1.8% | +3.1% | -4.9% | -2.9% |
| 6M | -10.6% | +7.9% | -18.5% | -13.1% |
| YTD | +4.4% | +27.3% | -22.9% | -3.9% |
| 1Y | +30.4% | +37.8% | -7.4% | +16.8% |
| 3Y | +60.1% | +49.8% | +10.2% | +38.1% |
| 5Y | +46.8% | +43.8% | +3.0% | +26.1% |
| 10Y | +79.2% | -22.6% | +101.9% | +81.1% |
| All | +226.9% | +201.1% | +25.8% | +94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling