+23.5%
GSK vs Z
-64.1%
+87.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -3.6% | -7.1% | +3.5% | -3.7% |
| 30D | -5.9% | -4.8% | -1.2% | -5.9% |
| 3M | -4.3% | -9.3% | +5.1% | -4.6% |
| 6M | -10.8% | -29.0% | +18.2% | -12.0% |
| YTD | +1.8% | -52.9% | +54.7% | -2.6% |
| 1Y | +23.5% | -63.1% | +86.6% | +12.8% |
| All | +23.5% | -64.1% | +87.6% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling