+44.1%
GSK vs S
-67.4%
+111.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | +1.7% | -13.4% | +15.1% | +1.8% |
| 30D | +7.0% | -14.0% | +21.0% | +7.2% |
| 3M | -2.7% | +4.9% | -7.5% | -2.8% |
| 6M | +1.4% | +42.0% | -40.6% | +0.7% |
| YTD | +5.3% | +45.1% | -39.8% | +4.5% |
| 1Y | +10.6% | +33.1% | -22.4% | +9.9% |
| 3Y | +62.6% | +40.6% | +22.0% | +60.0% |
| All | +44.1% | -67.4% | +111.5% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling