+46.7%
GSK vs S
-72.3%
+119.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.7% |
| 7D | -4.2% | -5.8% | +1.6% | -4.1% |
| 30D | -7.5% | -9.2% | +1.7% | -7.5% |
| 3M | -3.3% | +23.4% | -26.6% | -3.7% |
| 6M | -9.3% | +36.9% | -46.3% | -9.9% |
| YTD | +1.6% | +29.5% | -27.9% | +1.0% |
| 1Y | +25.5% | +5.4% | +20.1% | +25.2% |
| 3Y | +49.3% | +14.7% | +34.6% | +47.6% |
| 5Y | +46.7% | -71.5% | +118.2% | +43.9% |
| All | +46.7% | -72.3% | +119.0% | +43.9% |
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