+231.7%
LNG vs GSK
+47.2%
+184.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -4.5% | -5.4% | +0.9% | -4.4% |
| 30D | +4.7% | -4.6% | +9.3% | +4.8% |
| 3M | +15.1% | -5.1% | +20.3% | +15.2% |
| 6M | +13.6% | -11.4% | +25.0% | +13.7% |
| YTD | +44.0% | +0.7% | +43.2% | +42.8% |
| 1Y | +18.4% | +23.0% | -4.7% | +15.7% |
| 3Y | +75.9% | +48.0% | +27.9% | +67.1% |
| 5Y | +231.7% | +48.2% | +183.5% | +226.0% |
| All | +231.7% | +47.2% | +184.4% | +226.0% |
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 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