+48.2%
GSK vs GNRC
-58.7%
+106.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.1% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | -3.4% | -15.7% | +12.3% | -3.1% |
| 3M | -8.1% | -27.3% | +19.2% | -7.5% |
| 6M | -11.1% | -12.1% | +0.9% | -11.3% |
| YTD | +0.7% | +37.1% | -36.4% | -1.2% |
| 1Y | +20.1% | -0.5% | +20.6% | +19.1% |
| 3Y | +46.1% | +61.5% | -15.4% | +41.8% |
| All | +48.2% | -58.7% | +106.9% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling