+96.4%
GSK vs NTR
+103.7%
-7.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -3.6% | +0.5% | -4.1% | -3.7% |
| 30D | -5.9% | +21.7% | -27.7% | -8.3% |
| 3M | -4.3% | +22.8% | -27.0% | -6.9% |
| 6M | -10.8% | +8.2% | -19.0% | -12.1% |
| YTD | +1.8% | +32.9% | -31.1% | -2.9% |
| 1Y | +23.5% | +45.3% | -21.9% | +15.9% |
| 3Y | +49.5% | +41.7% | +7.9% | +39.4% |
| 5Y | +49.7% | +49.8% | -0.2% | +31.7% |
| All | +96.4% | +103.7% | -7.2% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling