+95.8%
GSK vs URA
+283.4%
-187.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.5% | -0.6% |
| 7D | +1.7% | -4.1% | +5.8% | +2.0% |
| 30D | +7.0% | -19.0% | +26.0% | +9.2% |
| 3M | -2.7% | -25.1% | +22.5% | -0.1% |
| 6M | +1.4% | -44.5% | +45.9% | +7.1% |
| YTD | +5.3% | -24.3% | +29.7% | +6.5% |
| 1Y | +10.6% | -28.1% | +38.8% | +12.3% |
| 3Y | +62.6% | +40.7% | +21.9% | +46.6% |
| 5Y | +41.7% | +35.5% | +6.2% | +25.5% |
| All | +95.8% | +283.4% | -187.7% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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