+49.2%
GSK vs REPL
-54.3%
+103.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.9% |
| 7D | -1.8% | -3.0% | +1.1% | -1.8% |
| 30D | -2.2% | +27.1% | -29.3% | -2.4% |
| 3M | -1.8% | +52.4% | -54.2% | -2.5% |
| 6M | -10.6% | +107.4% | -118.1% | -12.8% |
| YTD | +4.4% | +54.7% | -50.3% | +2.4% |
| 1Y | +30.4% | +158.9% | -128.4% | +25.3% |
| 3Y | +60.1% | -23.7% | +83.8% | +52.7% |
| All | +49.2% | -54.3% | +103.5% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling