+100.5%
GSK vs CAPR
-64.9%
+165.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.4% | -7.0% | +2.3% |
| 7D | +4.9% | +36.0% | -31.1% | +4.6% |
| 30D | +10.8% | +25.8% | -15.0% | +10.6% |
| 3M | -1.8% | +140.8% | -142.6% | -2.6% |
| 6M | +4.1% | -67.6% | +71.7% | +4.4% |
| YTD | +7.9% | -65.9% | +73.7% | +8.0% |
| 1Y | +14.4% | +66.1% | -51.7% | +11.4% |
| 3Y | +68.1% | +256.9% | -188.8% | +61.7% |
| 5Y | +47.7% | +172.1% | -124.4% | +41.7% |
| 10Y | +100.5% | -64.7% | +165.2% | +85.3% |
| All | +100.5% | -64.9% | +165.4% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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