+325.3%
IR vs GSK
+79.3%
+246.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +3.7% | +1.7% | +2.0% | +3.0% |
| 30D | +7.4% | +7.0% | +0.4% | +4.7% |
| 3M | -5.9% | -2.7% | -3.3% | -5.5% |
| 6M | +5.6% | +1.4% | +4.2% | +4.4% |
| YTD | +4.8% | +5.3% | -0.5% | +2.4% |
| 1Y | +6.9% | +10.6% | -3.7% | +2.7% |
| 3Y | +27.6% | +62.6% | -35.0% | +3.8% |
| 5Y | +45.8% | +41.7% | +4.1% | +23.7% |
| All | +325.3% | +79.3% | +246.0% | +227.7% |
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