+68.1%
GSK vs URA
+49.7%
+18.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.2% | -3.8% | +2.4% |
| 7D | +4.9% | +4.3% | +0.6% | +4.9% |
| 30D | +10.8% | -11.7% | +22.6% | +10.9% |
| 3M | -1.8% | -23.5% | +21.7% | -1.7% |
| 6M | +4.1% | -37.8% | +41.9% | +4.4% |
| YTD | +7.9% | -19.6% | +27.5% | +7.5% |
| 1Y | +14.4% | -24.8% | +39.2% | +14.2% |
| 3Y | +68.1% | +47.0% | +21.1% | +57.6% |
| All | +68.1% | +49.7% | +18.4% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling