+585.7%
JPM vs GSK
+80.0%
+505.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -2.3% | -5.4% | +3.1% | -0.6% |
| 30D | -2.3% | -4.6% | +2.3% | -1.0% |
| 3M | +14.9% | -5.1% | +20.0% | +16.4% |
| 6M | +23.6% | -11.4% | +35.1% | +27.9% |
| YTD | +11.3% | +0.7% | +10.6% | +10.1% |
| 1Y | +19.9% | +23.0% | -3.1% | +10.5% |
| 3Y | +162.6% | +48.0% | +114.6% | +118.2% |
| 5Y | +154.6% | +48.2% | +106.4% | +105.4% |
| All | +585.7% | +80.0% | +505.7% | +411.7% |
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 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