+101.8%
GSK vs Z
-19.5%
+121.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | -0.3% |
| 7D | +5.2% | -6.5% | +11.7% | +5.6% |
| 30D | +10.2% | -0.1% | +10.3% | +10.1% |
| 3M | -0.9% | -14.1% | +13.2% | -0.2% |
| 6M | +3.5% | -30.1% | +33.5% | +5.1% |
| YTD | +7.2% | -57.5% | +64.7% | +11.6% |
| 1Y | +12.0% | -60.3% | +72.3% | +16.9% |
| 3Y | +67.3% | -21.0% | +88.4% | +66.3% |
| 5Y | +45.3% | -54.9% | +100.2% | +46.1% |
| 10Y | +101.8% | -16.0% | +117.8% | +85.9% |
| All | +101.8% | -19.5% | +121.3% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling