+135.3%
JPM vs GSK
+44.4%
+90.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +3.5% | +1.1% | +2.4% | +3.3% |
| 30D | +3.3% | +6.3% | -3.1% | +2.2% |
| 3M | -4.2% | +1.8% | -6.0% | -4.6% |
| 6M | +16.4% | +1.7% | +14.7% | +15.8% |
| YTD | +9.5% | +6.5% | +3.0% | +8.1% |
| 1Y | +14.0% | +9.5% | +4.5% | +12.1% |
| 3Y | +153.1% | +65.3% | +87.8% | +125.2% |
| All | +135.3% | +44.4% | +90.9% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling