+83.3%
GSK vs USFR
+27.5%
+55.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -2.2% | +0.3% | -2.5% | -2.2% |
| 3M | -1.8% | +1.0% | -2.8% | -2.0% |
| 6M | -10.6% | +1.9% | -12.6% | -10.9% |
| YTD | +4.4% | +2.6% | +1.8% | +3.9% |
| 1Y | +30.4% | +4.0% | +26.4% | +29.5% |
| 3Y | +60.1% | +14.1% | +46.0% | +56.3% |
| 5Y | +46.8% | +20.4% | +26.4% | +41.9% |
| 10Y | +79.2% | +28.0% | +51.2% | +71.4% |
| All | +83.3% | +27.5% | +55.8% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling