+49.3%
GSK vs USFR
+14.0%
+35.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -4.2% | +0.1% | -4.2% | -4.1% |
| 30D | -7.5% | +0.3% | -7.8% | -7.2% |
| 3M | -3.3% | +1.0% | -4.3% | -2.2% |
| 6M | -9.3% | +1.9% | -11.3% | -7.6% |
| YTD | +1.6% | +2.7% | -1.1% | +3.6% |
| 1Y | +25.5% | +4.0% | +21.5% | +27.2% |
| 3Y | +49.3% | +14.0% | +35.2% | +47.5% |
| All | +49.3% | +14.0% | +35.2% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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