+11,186.3%
JPM vs GSK
+1,705.8%
+9,480.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.1% |
| 7D | +0.3% | -1.8% | +2.1% | +1.1% |
| 30D | -0.2% | -2.2% | +2.0% | +0.6% |
| 3M | +15.9% | -1.8% | +17.7% | +16.3% |
| 6M | +20.9% | -10.6% | +31.6% | +26.1% |
| YTD | +12.9% | +4.4% | +8.5% | +9.5% |
| 1Y | +20.3% | +30.4% | -10.1% | +5.0% |
| 3Y | +160.9% | +60.1% | +100.9% | +100.0% |
| 5Y | +154.8% | +46.8% | +108.0% | +99.0% |
| 10Y | +591.1% | +79.2% | +511.9% | +382.1% |
| All | +11,186.3% | +1,705.8% | +9,480.4% | +3,282.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling