+1,660.2%
GSK vs GFI
+682.6%
+977.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -3.6% | +4.7% | -8.3% | -3.7% |
| 30D | -5.9% | +14.4% | -20.4% | -6.4% |
| 3M | -4.3% | +32.5% | -36.8% | -5.2% |
| 6M | -10.8% | -7.2% | -3.6% | -10.8% |
| YTD | +1.8% | +10.9% | -9.1% | +1.1% |
| 1Y | +23.5% | +35.5% | -12.0% | +21.7% |
| 3Y | +49.5% | +312.1% | -262.6% | +41.4% |
| 5Y | +49.7% | +524.6% | -474.9% | +38.8% |
| 10Y | +81.9% | +1,092.7% | -1,010.8% | +63.4% |
| All | +1,660.2% | +682.6% | +977.6% | +1,512.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling