+86.8%
GSK vs GGLL
+188.6%
-101.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.2% |
| 7D | +1.7% | +3.1% | -1.4% | +1.6% |
| 30D | +7.0% | -36.3% | +43.4% | +7.9% |
| 3M | -2.7% | -40.4% | +37.7% | -1.8% |
| 6M | +1.4% | -54.6% | +56.0% | +2.7% |
| YTD | +5.3% | -31.1% | +36.5% | +5.6% |
| 1Y | +10.6% | -19.2% | +29.8% | +10.7% |
| 3Y | +62.6% | +151.5% | -88.9% | +56.9% |
| All | +86.8% | +188.6% | -101.8% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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