+44.1%
GSK vs Z
-55.4%
+99.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | 0.0% |
| 7D | +1.7% | -4.6% | +6.2% | +1.9% |
| 30D | +7.0% | +8.3% | -1.3% | +6.6% |
| 3M | -2.7% | -11.6% | +9.0% | -2.1% |
| 6M | +1.4% | -33.6% | +35.1% | +3.3% |
| YTD | +5.3% | -56.7% | +62.0% | +9.5% |
| 1Y | +10.6% | -59.1% | +69.8% | +15.3% |
| 3Y | +62.6% | -20.4% | +83.0% | +61.2% |
| All | +44.1% | -55.4% | +99.5% | +41.8% |
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