+45.3%
GSK vs PL
+36.0%
+9.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +5.2% | +5.6% | -0.4% | +5.1% |
| 30D | +10.2% | -16.9% | +27.1% | +10.3% |
| 3M | -0.9% | -38.2% | +37.3% | -0.6% |
| 6M | +3.5% | -63.4% | +66.9% | +4.2% |
| YTD | +7.2% | -27.6% | +34.9% | +7.2% |
| 1Y | +12.0% | +6.6% | +5.4% | +11.3% |
| 3Y | +67.3% | +557.6% | -490.3% | +59.7% |
| 5Y | +45.3% | +39.5% | +5.8% | +41.0% |
| All | +45.3% | +36.0% | +9.2% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling