+30.4%
GSK vs PL
+176.6%
-146.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -1.9% |
| 7D | -1.8% | -9.3% | +7.5% | -1.9% |
| 30D | -2.2% | -18.9% | +16.8% | -2.4% |
| 3M | -1.8% | -58.4% | +56.6% | -2.5% |
| 6M | -10.6% | -30.3% | +19.7% | -10.0% |
| YTD | +4.4% | -8.1% | +12.5% | +5.9% |
| 1Y | +30.4% | +180.5% | -150.1% | +36.9% |
| All | +30.4% | +176.6% | -146.2% | +36.9% |
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