+34.4%
JD vs GSK
+105.0%
-70.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | -4.1% | +1.1% | -5.3% | -4.5% |
| 30D | +4.6% | +6.3% | -1.7% | +2.3% |
| 3M | -4.7% | +1.8% | -6.6% | -5.6% |
| 6M | -17.4% | +1.7% | -19.0% | -18.4% |
| YTD | +0.7% | +6.5% | -5.8% | -2.9% |
| 1Y | -5.9% | +9.5% | -15.4% | -10.2% |
| 3Y | +18.9% | +65.3% | -46.4% | -6.7% |
| 5Y | -62.9% | +43.7% | -106.7% | -69.5% |
| All | +34.4% | +105.0% | -70.6% | -2.8% |
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