+100.9%
GSK vs Z
+6.6%
+94.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | -1.1% | -13.1% | +12.0% | -0.3% |
| 30D | +7.8% | +5.9% | +2.0% | +7.4% |
| 3M | +0.3% | -13.7% | +14.0% | +1.0% |
| 6M | +3.4% | -27.1% | +30.6% | +5.0% |
| YTD | +5.9% | -56.8% | +62.7% | +10.4% |
| 1Y | +8.2% | -60.2% | +68.4% | +13.3% |
| 3Y | +65.3% | -19.7% | +85.0% | +63.9% |
| 5Y | +43.3% | -53.7% | +97.0% | +44.1% |
| 10Y | +102.9% | -16.9% | +119.8% | +82.1% |
| All | +100.9% | +6.6% | +94.4% | +72.2% |
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