+23.5%
GSK vs URA
+18.3%
+5.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.2% |
| 7D | -3.6% | +5.7% | -9.3% | -3.5% |
| 30D | -5.9% | +5.6% | -11.5% | -5.9% |
| 3M | -4.3% | +6.2% | -10.5% | -4.2% |
| 6M | -10.8% | -8.2% | -2.6% | -10.9% |
| YTD | +1.8% | +9.7% | -7.9% | +1.6% |
| 1Y | +23.5% | +17.0% | +6.5% | +26.3% |
| All | +23.5% | +18.3% | +5.2% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling