+46.7%
GSK vs Z
-67.0%
+113.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.4% | +3.7% | -2.4% |
| 7D | -4.2% | -3.3% | -0.9% | -4.0% |
| 30D | -7.5% | -3.7% | -3.8% | -7.4% |
| 3M | -3.3% | -7.0% | +3.7% | -3.1% |
| 6M | -9.3% | -29.5% | +20.2% | -8.1% |
| YTD | +1.6% | -52.6% | +54.2% | +4.8% |
| 1Y | +25.5% | -64.0% | +89.5% | +31.3% |
| 3Y | +49.3% | -36.4% | +85.7% | +50.1% |
| 5Y | +46.7% | -65.8% | +112.4% | +43.8% |
| All | +46.7% | -67.0% | +113.7% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling