+340.0%
IR vs GSK
+82.5%
+257.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +1.5% | +5.2% | -3.7% | -0.2% |
| 30D | +9.0% | +10.2% | -1.1% | +5.3% |
| 3M | -0.9% | -0.9% | 0.0% | -0.9% |
| 6M | +13.4% | +3.5% | +9.9% | +11.4% |
| YTD | +8.5% | +7.2% | +1.2% | +5.3% |
| 1Y | +11.3% | +12.0% | -0.7% | +6.5% |
| 3Y | +26.0% | +67.3% | -41.3% | +1.5% |
| 5Y | +47.9% | +45.3% | +2.6% | +24.3% |
| All | +340.0% | +82.5% | +257.5% | +237.1% |
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 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