+17.6%
JD vs GSK
+76.8%
-59.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.7% | -1.1% |
| 7D | -0.8% | -4.2% | +3.4% | +0.7% |
| 30D | -16.0% | -7.5% | -8.5% | -13.8% |
| 3M | -3.2% | -3.3% | +0.1% | -2.4% |
| 6M | +6.1% | -9.3% | +15.4% | +9.2% |
| YTD | -0.1% | +1.6% | -1.7% | -1.8% |
| 1Y | -12.7% | +25.5% | -38.2% | -21.1% |
| 3Y | -6.3% | +49.3% | -55.6% | -23.1% |
| 5Y | -61.3% | +46.7% | -108.0% | -68.6% |
| 10Y | +17.6% | +76.8% | -59.2% | -12.5% |
| All | +17.6% | +76.8% | -59.2% | -12.5% |
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