+80.8%
GSK vs COMP
-49.2%
+130.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.7% | -3.3% | +2.3% |
| 7D | +4.9% | +14.5% | -9.6% | +4.5% |
| 30D | +10.8% | +14.9% | -4.1% | +10.4% |
| 3M | -1.8% | -14.2% | +12.4% | -1.6% |
| 6M | +4.1% | +23.7% | -19.6% | +3.4% |
| YTD | +7.9% | +2.1% | +5.8% | +7.3% |
| 1Y | +14.4% | +26.2% | -11.8% | +13.3% |
| 3Y | +68.1% | +470.9% | -402.8% | +59.8% |
| 5Y | +47.7% | -14.0% | +61.7% | +46.1% |
| All | +80.8% | -49.2% | +130.1% | +82.5% |
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