+44.4%
GSK vs FIVE
+16.7%
+27.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +1.1% | +2.7% | -1.5% | +1.0% |
| 30D | +6.3% | +12.7% | -6.3% | +5.7% |
| 3M | +1.8% | +2.1% | -0.2% | +1.6% |
| 6M | +1.7% | +17.5% | -15.8% | +0.7% |
| YTD | +6.5% | +31.0% | -24.4% | +5.0% |
| 1Y | +9.5% | +67.7% | -58.3% | +6.7% |
| 3Y | +65.3% | +43.4% | +21.9% | +61.4% |
| All | +44.4% | +16.7% | +27.6% | +38.7% |
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