+76.9%
GSK vs COMP
-56.6%
+133.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 6M | +1.9% | +27.0% | -25.1% | +1.2% |
| YTD | +5.5% | -12.8% | +18.3% | +5.4% |
| 1Y | +11.8% | +4.9% | +6.9% | +11.1% |
| 3Y | +64.5% | +321.0% | -256.5% | +57.5% |
| 5Y | +41.9% | -25.6% | +67.5% | +40.9% |
| All | +76.9% | -56.6% | +133.5% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling