+101.8%
GSK vs URA
+289.1%
-187.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.5% |
| 7D | +5.2% | +0.3% | +4.9% | +5.1% |
| 30D | +10.2% | -14.8% | +25.0% | +11.8% |
| 3M | -0.9% | -25.3% | +24.4% | +1.7% |
| 6M | +3.5% | -39.9% | +43.4% | +8.3% |
| YTD | +7.2% | -22.4% | +29.6% | +8.1% |
| 1Y | +12.0% | -29.0% | +41.0% | +13.9% |
| 3Y | +67.3% | +41.0% | +26.4% | +51.0% |
| 5Y | +45.3% | +38.3% | +6.9% | +28.5% |
| 10Y | +101.8% | +276.1% | -174.3% | +24.3% |
| All | +101.8% | +289.1% | -187.3% | +24.3% |
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