+68.3%
GSK vs PL
+46.3%
+22.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -1.1% | +13.4% | -14.4% | -1.2% |
| 30D | +7.8% | -10.2% | +18.0% | +7.9% |
| 3M | +0.3% | -39.5% | +39.8% | +0.7% |
| 6M | +3.4% | -65.7% | +69.2% | +4.2% |
| YTD | +5.9% | -27.3% | +33.2% | +5.8% |
| 1Y | +8.2% | +15.0% | -6.8% | +7.5% |
| 3Y | +65.3% | +560.8% | -495.6% | +57.8% |
| 5Y | +43.3% | +38.4% | +4.9% | +39.0% |
| All | +68.3% | +46.3% | +22.0% | +61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling