+58.5%
GSK vs S
-51.7%
+110.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +1.1% | +2.0% | -0.8% | +1.1% |
| 30D | +6.3% | -2.7% | +9.1% | +6.4% |
| 3M | +1.8% | -6.9% | +8.7% | +1.8% |
| 6M | +1.7% | +38.1% | -36.4% | +1.1% |
| YTD | +6.5% | +48.0% | -41.5% | +5.8% |
| 1Y | +9.5% | +34.5% | -25.0% | +8.9% |
| 3Y | +65.3% | +38.3% | +27.0% | +63.2% |
| 5Y | +43.7% | -70.9% | +114.6% | +41.6% |
| All | +58.5% | -51.7% | +110.2% | +58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling