+13.1%
GSK vs PL
-0.6%
+13.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.4% | +11.4% | +5.0% |
| 7D | +4.9% | -11.7% | +16.7% | +4.8% |
| 30D | +9.9% | -27.1% | +37.0% | +9.7% |
| 3M | +0.2% | -44.6% | +44.8% | -0.1% |
| 6M | +2.3% | -67.2% | +69.5% | +2.0% |
| YTD | +7.1% | -35.9% | +42.9% | +8.3% |
| 1Y | +13.1% | -0.4% | +13.5% | +14.6% |
| All | +13.1% | -0.6% | +13.7% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling