+59.5%
GSK vs S
-49.1%
+108.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +5.2% | +1.4% | +3.8% | +5.2% |
| 30D | +10.2% | -10.8% | +21.0% | +10.3% |
| 3M | -0.9% | +5.4% | -6.3% | -1.0% |
| 6M | +3.5% | +41.2% | -37.7% | +2.9% |
| YTD | +7.2% | +56.2% | -49.0% | +6.4% |
| 1Y | +12.0% | +36.3% | -24.3% | +11.4% |
| 3Y | +67.3% | +49.4% | +17.9% | +65.0% |
| 5Y | +45.3% | -66.9% | +112.1% | +43.2% |
| All | +59.5% | -49.1% | +108.6% | +59.4% |
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