+1,705.8%
GSK vs GAP
+2,258.2%
-552.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | -1.8% | -4.5% | +2.6% | -1.4% |
| 30D | -2.2% | +9.0% | -11.2% | -3.2% |
| 3M | -1.8% | +5.0% | -6.8% | -2.6% |
| 6M | -10.6% | -17.8% | +7.2% | -9.3% |
| YTD | +4.4% | -10.4% | +14.8% | +4.8% |
| 1Y | +30.4% | -3.4% | +33.8% | +29.5% |
| 3Y | +60.1% | +111.5% | -51.4% | +39.7% |
| 5Y | +46.8% | +8.8% | +38.0% | +33.5% |
| 10Y | +79.2% | +32.9% | +46.3% | +44.0% |
| All | +1,705.8% | +2,258.2% | -552.4% | +529.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling