+81.0%
GSK vs FIVE
+477.5%
-396.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.1% | -7.0% | -2.4% |
| 7D | -1.8% | +4.3% | -6.1% | -2.2% |
| 30D | -2.2% | +12.5% | -14.7% | -3.3% |
| 3M | -1.8% | +31.2% | -33.0% | -4.4% |
| 6M | -10.6% | +14.4% | -25.0% | -12.1% |
| YTD | +4.4% | +33.9% | -29.5% | +1.1% |
| 1Y | +30.4% | +65.1% | -34.6% | +23.5% |
| 3Y | +60.1% | +49.0% | +11.1% | +50.0% |
| 5Y | +46.8% | +30.3% | +16.5% | +36.7% |
| All | +81.0% | +477.5% | -396.5% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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