+62.9%
GSK vs COMP
+309.8%
-246.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.2% | +6.7% | -1.2% |
| 7D | +3.6% | -1.8% | +5.4% | +3.6% |
| 30D | +8.2% | -0.8% | +8.9% | +8.2% |
| 3M | -1.2% | -28.1% | +27.0% | -0.4% |
| 6M | +1.9% | +27.0% | -25.1% | +1.1% |
| YTD | +5.5% | -12.8% | +18.3% | +5.2% |
| 1Y | +11.8% | +4.9% | +6.9% | +10.9% |
| All | +62.9% | +309.8% | -246.9% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling