-16.8%
IR vs GSK
-10.9%
-5.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.3% |
| 7D | -2.8% | -1.8% | -1.0% | -1.9% |
| 30D | -15.1% | -2.2% | -13.0% | -14.3% |
| 3M | +6.1% | -1.8% | +7.9% | +6.3% |
| 6M | -16.8% | -10.6% | -6.2% | -8.7% |
| All | -16.8% | -10.9% | -5.9% | -8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling