+970.0%
GSK vs IT
+6,324.9%
-5,354.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.5% |
| 7D | -1.1% | -6.8% | +5.8% | -0.3% |
| 30D | +7.8% | -0.6% | +8.4% | +7.7% |
| 3M | +0.3% | +3.1% | -2.8% | -0.4% |
| 6M | +3.4% | +25.5% | -22.0% | -0.5% |
| YTD | +5.9% | -23.5% | +29.4% | +7.3% |
| 1Y | +8.2% | -16.6% | +24.9% | +8.5% |
| 3Y | +65.3% | -53.1% | +118.4% | +75.5% |
| 5Y | +43.3% | -41.4% | +84.7% | +46.4% |
| 10Y | +102.9% | +90.9% | +12.0% | +75.2% |
| All | +970.0% | +6,324.9% | -5,354.9% | +483.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling