+49.2%
GSK vs URA
+128.0%
-78.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | -1.8% | +1.1% | -2.9% | -1.9% |
| 30D | -2.2% | +7.4% | -9.6% | -2.6% |
| 3M | -1.8% | -8.4% | +6.6% | -1.5% |
| 6M | -10.6% | -12.7% | +2.1% | -10.2% |
| YTD | +4.4% | +7.8% | -3.4% | +3.0% |
| 1Y | +30.4% | +19.5% | +11.0% | +27.1% |
| 3Y | +60.1% | +116.4% | -56.4% | +44.8% |
| All | +49.2% | +128.0% | -78.8% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling