+12.0%
GSK vs Z
-60.5%
+72.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | -0.2% |
| 7D | +5.2% | -6.5% | +11.7% | +5.6% |
| 30D | +10.2% | -0.1% | +10.3% | +10.5% |
| 3M | -0.9% | -14.1% | +13.2% | -0.3% |
| 6M | +3.5% | -30.1% | +33.5% | +3.5% |
| YTD | +7.2% | -57.5% | +64.7% | +6.9% |
| 1Y | +12.0% | -60.3% | +72.3% | +12.0% |
| All | +12.0% | -60.5% | +72.6% | +12.0% |
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