+49.4%
GSK vs IT
-44.8%
+94.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.4% | +4.7% | -2.1% |
| 7D | -4.2% | -9.1% | +4.9% | -3.5% |
| 30D | -7.5% | -7.0% | -0.5% | -7.0% |
| 3M | -3.3% | +7.6% | -10.9% | -4.2% |
| 6M | -9.3% | +2.1% | -11.5% | -10.0% |
| YTD | +1.6% | -31.6% | +33.2% | +5.0% |
| 1Y | +25.5% | -29.9% | +55.4% | +28.8% |
| 3Y | +49.3% | -51.3% | +100.5% | +58.7% |
| All | +49.4% | -44.8% | +94.2% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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