+169.3%
GSK vs URA
-51.6%
+221.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.5% | -0.7% |
| 7D | +1.7% | -4.1% | +5.8% | +2.2% |
| 30D | +7.0% | -19.0% | +26.0% | +9.9% |
| 3M | -2.7% | -25.1% | +22.5% | +0.7% |
| 6M | +1.4% | -44.5% | +45.9% | +8.8% |
| YTD | +5.3% | -24.3% | +29.7% | +7.0% |
| 1Y | +10.6% | -28.1% | +38.8% | +13.0% |
| 3Y | +62.6% | +40.7% | +21.9% | +44.4% |
| 5Y | +41.7% | +35.5% | +6.2% | +23.2% |
| 10Y | +104.7% | +281.2% | -176.4% | +34.2% |
| All | +169.3% | -51.6% | +221.0% | +141.7% |
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