+252.1%
INTC vs GSK
+80.1%
+172.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +7.5% | -3.5% | +11.0% | +8.6% |
| 30D | +2.0% | -3.4% | +5.4% | +2.8% |
| 3M | -12.0% | -8.1% | -3.9% | -10.4% |
| 6M | +114.5% | -11.1% | +125.7% | +120.2% |
| YTD | +179.0% | +0.7% | +178.2% | +172.2% |
| 1Y | +318.3% | +20.1% | +298.1% | +279.0% |
| 3Y | +171.2% | +46.1% | +125.1% | +120.3% |
| 5Y | +107.6% | +48.2% | +59.3% | +62.2% |
| All | +252.1% | +80.1% | +172.1% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling