+162.3%
JPM vs GSK
+48.7%
+113.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -0.4% | -3.6% | +3.2% | -0.1% |
| 30D | -1.4% | -5.9% | +4.5% | -0.9% |
| 3M | +13.9% | -4.3% | +18.2% | +14.3% |
| 6M | +23.5% | -10.8% | +34.3% | +24.5% |
| YTD | +11.6% | +1.8% | +9.9% | +11.8% |
| 1Y | +21.4% | +23.5% | -2.1% | +20.7% |
| All | +162.3% | +48.7% | +113.6% | +152.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling