+13.1%
GSK vs GNRC
+17.5%
-4.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -9.5% | +14.6% | +4.5% |
| 7D | +4.9% | -6.0% | +10.9% | +4.6% |
| 30D | +9.9% | -12.0% | +21.9% | +9.4% |
| 3M | +0.2% | -13.4% | +13.6% | -0.3% |
| 6M | +2.3% | -26.4% | +28.7% | +1.3% |
| YTD | +7.1% | +38.8% | -31.8% | +2.7% |
| 1Y | +13.1% | +20.9% | -7.8% | +10.4% |
| All | +13.1% | +17.5% | -4.4% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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