+100.5%
GSK vs COO
+40.7%
+59.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +1.8% |
| 7D | +4.9% | +4.3% | +0.6% | +3.9% |
| 30D | +10.8% | +17.6% | -6.7% | +6.6% |
| 3M | -1.8% | -13.9% | +12.1% | +1.3% |
| 6M | +4.1% | +6.6% | -2.4% | +1.8% |
| YTD | +7.9% | -22.0% | +29.9% | +13.6% |
| 1Y | +14.4% | -8.8% | +23.2% | +15.9% |
| 3Y | +68.1% | -21.5% | +89.6% | +72.5% |
| 5Y | +47.7% | -41.0% | +88.7% | +60.8% |
| 10Y | +100.5% | +40.9% | +59.6% | +73.1% |
| All | +100.5% | +40.7% | +59.8% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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