+81.9%
GSK vs URA
+369.2%
-287.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | -3.6% | +5.7% | -9.3% | -4.2% |
| 30D | -5.9% | +5.6% | -11.5% | -6.5% |
| 3M | -4.3% | +6.2% | -10.5% | -5.1% |
| 6M | -10.8% | -8.2% | -2.6% | -10.6% |
| YTD | +1.8% | +9.7% | -7.9% | -0.7% |
| 1Y | +23.5% | +17.0% | +6.5% | +18.7% |
| 3Y | +49.5% | +118.5% | -68.9% | +28.3% |
| 5Y | +49.7% | +134.3% | -84.7% | +22.7% |
| 10Y | +81.9% | +377.5% | -295.6% | +15.1% |
| All | +81.9% | +369.2% | -287.3% | +15.1% |
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