+68.1%
GSK vs PL
+544.4%
-476.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +14.5% | -12.1% | +2.4% |
| 7D | +4.9% | +10.9% | -6.0% | +4.9% |
| 30D | +10.8% | -16.4% | +27.2% | +10.9% |
| 3M | -1.8% | -39.9% | +38.1% | -1.8% |
| 6M | +4.1% | -63.2% | +67.3% | +4.2% |
| YTD | +7.9% | -27.1% | +35.0% | +8.0% |
| 1Y | +14.4% | +12.2% | +2.3% | +14.4% |
| 3Y | +68.1% | +584.3% | -516.2% | +64.8% |
| All | +68.1% | +544.4% | -476.3% | +64.8% |
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