+167.0%
GSK vs URA
-31.1%
+198.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | -1.8% | +1.1% | -2.9% | -2.0% |
| 30D | -2.2% | +7.4% | -9.6% | -3.2% |
| 3M | -1.8% | -8.4% | +6.6% | -1.1% |
| 6M | -10.6% | -12.7% | +2.1% | -9.7% |
| YTD | +4.4% | +7.8% | -3.4% | +1.5% |
| 1Y | +30.4% | +19.5% | +11.0% | +23.8% |
| 3Y | +60.1% | +116.4% | -56.4% | +34.0% |
| 5Y | +46.8% | +134.3% | -87.5% | +16.7% |
| 10Y | +79.2% | +359.3% | -280.0% | +16.3% |
| All | +167.0% | -31.1% | +198.1% | +129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling