+49.2%
GSK vs FIVE
+31.2%
+18.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.1% | -7.0% | -2.2% |
| 7D | -1.8% | +4.3% | -6.1% | -2.0% |
| 30D | -2.2% | +12.5% | -14.7% | -2.7% |
| 3M | -1.8% | +31.2% | -33.0% | -3.1% |
| 6M | -10.6% | +14.4% | -25.0% | -11.3% |
| YTD | +4.4% | +33.9% | -29.5% | +2.8% |
| 1Y | +30.4% | +65.1% | -34.6% | +27.1% |
| 3Y | +60.1% | +49.0% | +11.1% | +55.9% |
| All | +49.2% | +31.2% | +18.0% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling