+42.9%
GSK vs USFR
+21.4%
+21.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +7.8% | +0.4% | +7.5% | +7.8% |
| 3M | +0.3% | +1.1% | -0.8% | +0.3% |
| 6M | +3.4% | +2.1% | +1.4% | +3.5% |
| YTD | +5.9% | +3.4% | +2.5% | +5.4% |
| 1Y | +8.2% | +4.1% | +4.1% | +7.3% |
| 3Y | +65.3% | +14.4% | +50.9% | +52.2% |
| All | +42.9% | +21.4% | +21.5% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling