+104.2%
GSK vs COO
+40.1%
+64.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +0.5% | -2.1% | +2.5% | +1.0% |
| 30D | +9.4% | +13.9% | -4.5% | +6.1% |
| 3M | +1.6% | -18.9% | +20.5% | +6.4% |
| 6M | +1.3% | +3.7% | -2.4% | -0.3% |
| YTD | +6.0% | -24.1% | +30.1% | +12.3% |
| 1Y | +9.1% | -14.2% | +23.3% | +12.1% |
| 3Y | +65.4% | -24.5% | +89.9% | +71.4% |
| 5Y | +43.0% | -40.4% | +83.4% | +55.1% |
| All | +104.2% | +40.1% | +64.1% | +74.4% |
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