+77.5%
GSK vs COMP
-51.7%
+129.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.3% |
| 7D | -1.1% | +2.2% | -3.3% | -1.2% |
| 30D | +7.8% | +16.3% | -8.5% | +7.4% |
| 3M | +0.3% | -19.1% | +19.5% | +0.7% |
| 6M | +3.4% | +17.1% | -13.7% | +2.9% |
| YTD | +5.9% | -2.9% | +8.8% | +5.5% |
| 1Y | +8.2% | +8.8% | -0.6% | +7.5% |
| 3Y | +65.3% | +423.5% | -358.2% | +57.4% |
| 5Y | +43.3% | -10.5% | +53.8% | +41.4% |
| All | +77.5% | -51.7% | +129.2% | +79.4% |
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