+47.6%
GSK vs GTLB
-12.2%
+59.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | -3.6% | -6.6% | +3.0% | -3.6% |
| 30D | -5.9% | +13.7% | -19.7% | -5.8% |
| 3M | -4.3% | +52.9% | -57.2% | -4.0% |
| 6M | -10.8% | +88.5% | -99.3% | -10.6% |
| YTD | +1.8% | +23.4% | -21.7% | +2.7% |
| 1Y | +23.5% | -3.8% | +27.3% | +25.1% |
| All | +47.6% | -12.2% | +59.8% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling