+98.1%
GSK vs Z
+25.1%
+73.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.8% |
| 7D | -1.8% | -3.0% | +1.2% | -1.7% |
| 30D | -2.2% | -4.2% | +2.0% | -2.0% |
| 3M | -1.8% | -3.7% | +1.9% | -1.8% |
| 6M | -10.6% | -24.5% | +13.9% | -9.5% |
| YTD | +4.4% | -49.3% | +53.7% | +8.0% |
| 1Y | +30.4% | -58.7% | +89.1% | +36.3% |
| 3Y | +60.1% | -34.1% | +94.2% | +60.8% |
| 5Y | +46.8% | -64.5% | +111.3% | +49.7% |
| 10Y | +79.2% | -0.5% | +79.7% | +59.1% |
| All | +98.1% | +25.1% | +73.0% | +68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling