+68.1%
GSK vs COMP
+431.5%
-363.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.7% | -3.3% | +2.2% |
| 7D | +4.9% | +14.5% | -9.6% | +4.4% |
| 30D | +10.8% | +14.9% | -4.1% | +10.3% |
| 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% | +7.0% |
| 1Y | +14.4% | +26.2% | -11.8% | +13.0% |
| 3Y | +68.1% | +470.9% | -402.8% | +63.8% |
| All | +68.1% | +431.5% | -363.4% | +63.8% |
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