+13.1%
GSK vs S
+36.5%
-23.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.6% | +3.4% | +5.1% |
| 7D | +4.9% | -8.2% | +13.2% | +4.7% |
| 30D | +9.9% | -7.6% | +17.5% | +9.8% |
| 3M | +0.2% | +12.0% | -11.8% | +0.4% |
| 6M | +2.3% | +50.6% | -48.3% | +3.8% |
| YTD | +7.1% | +56.6% | -49.5% | +9.0% |
| 1Y | +13.1% | +39.2% | -26.1% | +15.8% |
| All | +13.1% | +36.5% | -23.4% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling