-12.7%
JD vs GSK
+26.4%
-39.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.7% | -1.6% |
| 7D | -0.8% | -4.2% | +3.4% | -0.1% |
| 30D | -16.0% | -7.5% | -8.5% | -15.0% |
| 3M | -3.2% | -3.3% | +0.1% | -2.9% |
| 6M | +6.1% | -9.3% | +15.4% | +7.5% |
| YTD | -0.1% | +1.6% | -1.7% | -1.3% |
| 1Y | -12.7% | +25.5% | -38.2% | -18.5% |
| All | -12.7% | +26.4% | -39.1% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling