+48.2%
GSK vs NTR
+45.7%
+2.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -3.5% | -1.3% | -2.2% | -3.4% |
| 30D | -3.4% | +16.8% | -20.2% | -4.4% |
| 3M | -8.1% | +20.7% | -28.9% | -9.3% |
| 6M | -11.1% | +0.5% | -11.7% | -11.3% |
| YTD | +0.7% | +29.2% | -28.4% | -1.6% |
| 1Y | +20.1% | +39.6% | -19.4% | +16.3% |
| 3Y | +46.1% | +37.9% | +8.2% | +40.4% |
| All | +48.2% | +45.7% | +2.5% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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