+68.1%
GSK vs REPL
-9.7%
+77.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.2% |
| 7D | -3.6% | -9.6% | +6.0% | -3.4% |
| 30D | -5.9% | +5.7% | -11.6% | -6.1% |
| 3M | -4.3% | +56.4% | -60.6% | -6.1% |
| 6M | -10.8% | +67.4% | -78.2% | -14.7% |
| YTD | +1.8% | +48.7% | -46.9% | -2.4% |
| 1Y | +23.5% | +148.3% | -124.8% | +14.3% |
| 3Y | +49.5% | -26.7% | +76.2% | +35.5% |
| 5Y | +49.7% | -54.1% | +103.8% | +36.8% |
| All | +68.1% | -9.7% | +77.7% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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