+46.7%
GSK vs GEN
+22.3%
+24.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -2.4% |
| 7D | -4.2% | -0.7% | -3.5% | -4.1% |
| 30D | -7.5% | +2.6% | -10.2% | -7.8% |
| 3M | -3.3% | +15.8% | -19.1% | -4.8% |
| 6M | -9.3% | +33.1% | -42.5% | -12.3% |
| YTD | +1.6% | +11.3% | -9.7% | +0.4% |
| 1Y | +25.5% | +1.7% | +23.8% | +25.4% |
| 3Y | +49.3% | +58.1% | -8.9% | +40.2% |
| 5Y | +46.7% | +20.6% | +26.0% | +39.0% |
| All | +46.7% | +22.3% | +24.3% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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