+187.0%
GSK vs GNRC
+2,077.0%
-1,889.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.4% |
| 7D | -3.6% | +3.2% | -6.8% | -3.9% |
| 30D | -5.9% | -9.5% | +3.6% | -5.2% |
| 3M | -4.3% | -28.5% | +24.3% | -1.7% |
| 6M | -10.8% | -10.0% | -0.8% | -10.9% |
| YTD | +1.8% | +36.7% | -35.0% | -2.9% |
| 1Y | +23.5% | +2.6% | +20.9% | +20.8% |
| 3Y | +49.5% | +61.9% | -12.4% | +37.1% |
| 5Y | +49.7% | -59.0% | +108.7% | +56.1% |
| 10Y | +81.9% | +444.8% | -362.9% | +24.5% |
| All | +187.0% | +2,077.0% | -1,889.9% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling