+293.0%
LOW vs GSK
+105.0%
+188.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +1.4% | +1.1% | +0.3% | +1.0% |
| 30D | +21.7% | +6.3% | +15.4% | +19.0% |
| 3M | +5.0% | +1.8% | +3.2% | +4.2% |
| 6M | +4.6% | +1.7% | +2.9% | +3.7% |
| YTD | -3.5% | +6.5% | -10.0% | -6.3% |
| 1Y | +0.5% | +9.5% | -8.9% | -3.5% |
| 3Y | +24.8% | +65.3% | -40.5% | -1.7% |
| 5Y | +6.5% | +43.7% | -37.3% | -12.8% |
| All | +293.0% | +105.0% | +188.0% | +171.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling