+116.0%
INTC vs GSK
+47.3%
+68.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +18.0% | -3.6% | +21.6% | +18.4% |
| 30D | +8.9% | -5.9% | +14.9% | +9.6% |
| 3M | -1.6% | -4.3% | +2.7% | -1.5% |
| 6M | +133.1% | -10.8% | +143.9% | +135.9% |
| YTD | +187.9% | +1.8% | +186.1% | +183.6% |
| 1Y | +334.7% | +23.5% | +311.2% | +310.0% |
| 3Y | +184.2% | +49.5% | +134.6% | +154.6% |
| 5Y | +116.0% | +49.7% | +66.3% | +95.7% |
| All | +116.0% | +47.3% | +68.7% | +95.7% |
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