+77.0%
GSK vs REPL
+45.5%
+31.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | -0.7% |
| 7D | +5.2% | +12.7% | -7.5% | +4.9% |
| 30D | +10.2% | +73.5% | -63.3% | +8.9% |
| 3M | -0.9% | +70.3% | -71.2% | -2.1% |
| 6M | +3.5% | +472.0% | -468.5% | -2.6% |
| YTD | +7.2% | +139.5% | -132.3% | +1.7% |
| 1Y | +12.0% | +167.3% | -155.3% | +5.8% |
| 3Y | +67.3% | +109.5% | -42.2% | +45.0% |
| 5Y | +45.3% | -29.9% | +75.2% | +31.9% |
| All | +77.0% | +45.5% | +31.5% | +45.7% |
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