+51.1%
GSK vs ZYBT
-58.9%
+110.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | -3.5% | -3.7% | +0.2% | -3.5% |
| 30D | -3.4% | 0.0% | -3.4% | -3.4% |
| 3M | -8.1% | +72.2% | -80.3% | -5.4% |
| 6M | -11.1% | +103.1% | -114.3% | -9.0% |
| YTD | +0.7% | +34.8% | -34.0% | +3.8% |
| 1Y | +20.1% | -83.2% | +103.3% | +27.4% |
| All | +51.1% | -58.9% | +110.0% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 3y: compounded portfolio wealth divided by compounded ZYBT 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…
3y analysis · Full analysis span regression · 6 months rolling