+175.2%
INTC vs GSK
+48.4%
+126.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.7% | +11.8% | +9.1% |
| 7D | +17.4% | -4.2% | +21.6% | +17.5% |
| 30D | +2.8% | -7.5% | +10.3% | +3.0% |
| 3M | -5.3% | -3.3% | -2.0% | -5.5% |
| 6M | +140.6% | -9.3% | +149.9% | +141.6% |
| YTD | +183.1% | +1.6% | +181.5% | +179.6% |
| 1Y | +326.8% | +25.5% | +301.3% | +306.1% |
| All | +175.2% | +48.4% | +126.8% | +174.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling