+81.9%
GSK vs CAPR
-77.3%
+159.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.2% |
| 7D | -3.6% | -12.6% | +9.1% | -3.5% |
| 30D | -5.9% | +124.4% | -130.3% | -6.6% |
| 3M | -4.3% | -66.8% | +62.5% | -4.0% |
| 6M | -10.8% | -71.8% | +61.0% | -10.4% |
| YTD | +1.8% | -70.1% | +71.8% | +2.1% |
| 1Y | +23.5% | +33.3% | -9.9% | +20.4% |
| 3Y | +49.5% | +36.7% | +12.8% | +44.7% |
| 5Y | +49.7% | +72.5% | -22.8% | +44.0% |
| 10Y | +81.9% | -77.3% | +159.2% | +73.5% |
| All | +81.9% | -77.3% | +159.2% | +73.5% |
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