+78.6%
GSK vs COMP
-52.0%
+130.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.5% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +6.3% | +16.6% | -10.2% | +5.9% |
| 3M | +1.8% | -23.5% | +25.3% | +2.3% |
| 6M | +1.7% | +25.7% | -24.1% | +1.0% |
| YTD | +6.5% | -3.4% | +10.0% | +6.1% |
| 1Y | +9.5% | +7.6% | +1.9% | +8.7% |
| 3Y | +65.3% | +423.6% | -358.3% | +57.5% |
| 5Y | +43.7% | -10.6% | +54.3% | +41.8% |
| All | +78.6% | -52.0% | +130.6% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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