+15,172.7%
INTC vs GSK
+1,705.8%
+13,466.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.9% | +6.4% | +5.2% |
| 7D | +7.1% | -1.8% | +8.9% | +7.8% |
| 30D | -5.2% | -2.2% | -3.0% | -4.7% |
| 3M | -14.3% | -1.8% | -12.5% | -14.6% |
| 6M | +110.2% | -10.6% | +120.8% | +116.2% |
| YTD | +159.6% | +4.4% | +155.2% | +150.7% |
| 1Y | +289.3% | +30.4% | +258.9% | +243.0% |
| 3Y | +166.1% | +60.1% | +106.0% | +111.5% |
| 5Y | +94.4% | +46.8% | +47.6% | +57.1% |
| 10Y | +227.7% | +79.2% | +148.5% | +142.8% |
| All | +15,172.7% | +1,705.8% | +13,466.9% | +4,830.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling