+65.3%
GSK vs PL
+536.4%
-471.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.5% |
| 7D | +1.1% | +10.0% | -8.9% | +1.1% |
| 30D | +6.3% | -2.3% | +8.6% | +6.3% |
| 3M | +1.8% | -44.2% | +46.0% | +1.8% |
| 6M | +1.7% | -66.1% | +67.8% | +1.7% |
| YTD | +6.5% | -30.0% | +36.5% | +6.7% |
| 1Y | +9.5% | +21.0% | -11.5% | +9.4% |
| 3Y | +65.3% | +516.5% | -451.2% | +62.4% |
| All | +65.3% | +536.4% | -471.1% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling