+48.2%
GSK vs OSCR
+96.8%
-48.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -3.5% | +1.6% | -5.1% | -3.6% |
| 30D | -3.4% | +10.7% | -14.1% | -3.7% |
| 3M | -8.1% | +13.4% | -21.5% | -8.5% |
| 6M | -11.1% | +144.6% | -155.7% | -13.1% |
| YTD | +0.7% | +128.0% | -127.3% | -1.4% |
| 1Y | +20.1% | +68.7% | -48.5% | +18.1% |
| 3Y | +46.1% | +398.8% | -352.7% | +38.0% |
| All | +48.2% | +96.8% | -48.6% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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