+152.5%
JPM vs GSK
+47.3%
+105.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -0.4% | -3.6% | +3.2% | +0.2% |
| 30D | -1.4% | -5.9% | +4.5% | -0.5% |
| 3M | +13.9% | -4.3% | +18.2% | +14.6% |
| 6M | +23.5% | -10.8% | +34.3% | +25.5% |
| YTD | +11.6% | +1.8% | +9.9% | +11.1% |
| 1Y | +21.4% | +23.5% | -2.1% | +17.1% |
| 3Y | +163.4% | +49.5% | +113.9% | +139.9% |
| 5Y | +152.5% | +49.7% | +102.8% | +119.5% |
| All | +152.5% | +47.3% | +105.2% | +119.5% |
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 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