+336.0%
IR vs GSK
+79.7%
+256.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | +9.2% | +5.4% | +3.8% | +7.0% |
| 3M | +0.9% | +0.9% | 0.0% | +0.2% |
| 6M | +19.2% | +0.7% | +18.5% | +18.2% |
| YTD | +7.5% | +5.6% | +1.9% | +4.9% |
| 1Y | +11.7% | +8.5% | +3.2% | +8.1% |
| 3Y | +23.9% | +63.8% | -39.9% | +0.6% |
| 5Y | +46.4% | +42.4% | +3.9% | +23.9% |
| All | +336.0% | +79.7% | +256.3% | +235.8% |
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