+955.0%
GSK vs IT
+6,105.9%
-5,150.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.4% |
| 7D | -1.8% | -6.0% | +4.2% | -1.1% |
| 30D | -2.2% | 0.0% | -2.2% | -2.3% |
| 3M | -1.8% | +13.1% | -14.9% | -3.8% |
| 6M | -10.6% | +11.7% | -22.3% | -12.7% |
| YTD | +4.4% | -26.1% | +30.5% | +6.6% |
| 1Y | +30.4% | -21.3% | +51.7% | +31.6% |
| 3Y | +60.1% | -46.7% | +106.8% | +67.5% |
| 5Y | +46.8% | -40.5% | +87.3% | +50.0% |
| 10Y | +79.2% | +103.9% | -24.7% | +54.0% |
| All | +955.0% | +6,105.9% | -5,150.9% | +479.2% |
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