+76.7%
GSK vs GAP
+27.6%
+49.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.9% |
| 7D | -5.4% | -6.3% | +0.9% | -5.1% |
| 30D | -4.6% | -0.2% | -4.4% | -4.7% |
| 3M | -5.1% | 0.0% | -5.1% | -5.2% |
| 6M | -11.4% | -8.1% | -3.3% | -11.3% |
| YTD | +0.7% | -16.5% | +17.2% | +1.3% |
| 1Y | +23.0% | -10.5% | +33.5% | +23.1% |
| 3Y | +48.0% | +104.0% | -56.0% | +38.1% |
| 5Y | +48.2% | +6.8% | +41.4% | +41.5% |
| All | +76.7% | +27.6% | +49.1% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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