+1,705.8%
GSK vs GPC
+2,341.8%
-635.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.3% |
| 7D | -1.8% | +1.2% | -3.0% | -2.2% |
| 30D | -2.2% | +6.0% | -8.1% | -4.0% |
| 3M | -1.8% | +42.6% | -44.4% | -12.7% |
| 6M | -10.6% | +22.8% | -33.4% | -16.8% |
| YTD | +4.4% | +15.5% | -11.0% | -1.7% |
| 1Y | +30.4% | +2.0% | +28.4% | +27.6% |
| 3Y | +60.1% | -1.4% | +61.5% | +54.0% |
| 5Y | +46.8% | +30.6% | +16.2% | +25.7% |
| 10Y | +79.2% | +80.6% | -1.4% | +29.1% |
| All | +1,705.8% | +2,341.8% | -635.9% | +387.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling