+76.8%
GSK vs GPC
+79.8%
-3.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.0% |
| 7D | -4.2% | +0.2% | -4.4% | -4.2% |
| 30D | -7.5% | -0.4% | -7.1% | -7.4% |
| 3M | -3.3% | +39.2% | -42.5% | -10.8% |
| 6M | -9.3% | +18.2% | -27.6% | -13.2% |
| YTD | +1.6% | +12.1% | -10.5% | -2.3% |
| 1Y | +25.5% | -0.7% | +26.2% | +24.2% |
| 3Y | +49.3% | -1.7% | +50.9% | +45.1% |
| 5Y | +46.7% | +29.3% | +17.4% | +30.1% |
| 10Y | +76.8% | +80.7% | -3.9% | +38.4% |
| All | +76.8% | +79.8% | -3.0% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling