+47.7%
GSK vs REPL
-33.0%
+80.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +2.4% |
| 7D | +4.9% | +14.2% | -9.3% | +4.8% |
| 30D | +10.8% | +65.9% | -55.0% | +10.4% |
| 3M | -1.8% | +84.6% | -86.4% | -2.3% |
| 6M | +4.1% | +446.9% | -442.8% | +1.4% |
| YTD | +7.9% | +129.0% | -121.1% | +5.6% |
| 1Y | +14.4% | +167.9% | -153.4% | +11.7% |
| 3Y | +68.1% | +93.9% | -25.8% | +55.9% |
| 5Y | +47.7% | -33.0% | +80.6% | +36.5% |
| All | +47.7% | -33.0% | +80.7% | +36.5% |
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