+976.4%
GSK vs IT
+6,296.6%
-5,320.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +1.1% | +1.1% | +0.1% | +1.0% |
| 30D | +6.3% | -1.8% | +8.2% | +6.4% |
| 3M | +1.8% | +4.8% | -3.0% | +0.9% |
| 6M | +1.7% | +33.0% | -31.4% | -2.9% |
| YTD | +6.5% | -23.8% | +30.4% | +8.0% |
| 1Y | +9.5% | -16.5% | +26.0% | +9.7% |
| 3Y | +65.3% | -53.6% | +118.9% | +75.7% |
| 5Y | +43.7% | -42.1% | +85.9% | +47.0% |
| 10Y | +104.1% | +90.1% | +14.0% | +76.4% |
| All | +976.4% | +6,296.6% | -5,320.2% | +487.0% |
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