+33.9%
INTC vs GSK
+42.5%
-8.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.2% | +8.7% | +7.6% |
| 7D | +7.3% | -1.1% | +8.3% | +7.4% |
| 30D | -38.3% | +7.8% | -46.2% | -38.8% |
| 3M | -36.0% | +0.3% | -36.3% | -36.1% |
| 6M | -51.7% | +3.4% | -55.2% | -52.2% |
| YTD | +69.4% | +5.9% | +63.5% | +66.1% |
| 1Y | +65.0% | +8.2% | +56.8% | +61.0% |
| 3Y | +63.0% | +65.3% | -2.3% | +43.0% |
| All | +33.9% | +42.5% | -8.5% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling