+76.7%
GSK vs GFI
+1,066.8%
-990.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -3.5% | -4.9% | +1.3% | -3.3% |
| 30D | -3.4% | +10.7% | -14.2% | -4.0% |
| 3M | -8.1% | +25.6% | -33.8% | -9.5% |
| 6M | -11.1% | -8.3% | -2.9% | -11.1% |
| YTD | +0.7% | +6.3% | -5.6% | -0.3% |
| 1Y | +20.1% | +22.1% | -1.9% | +17.7% |
| 3Y | +46.1% | +289.2% | -243.1% | +32.3% |
| 5Y | +48.2% | +531.7% | -483.4% | +28.7% |
| All | +76.7% | +1,066.8% | -990.1% | +50.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling