+30.4%
GSK vs GFI
+45.3%
-14.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.8% |
| 7D | -1.8% | +3.1% | -5.0% | -2.1% |
| 30D | -2.2% | +27.1% | -29.3% | -3.9% |
| 3M | -1.8% | +21.2% | -23.0% | -3.6% |
| 6M | -10.6% | -4.5% | -6.1% | -11.4% |
| YTD | +4.4% | +11.7% | -7.3% | +2.8% |
| 1Y | +30.4% | +46.0% | -15.6% | +25.0% |
| All | +30.4% | +45.3% | -14.9% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling