+227.5%
LOW vs GSK
+80.1%
+147.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.7% | -3.5% | -0.2% | -2.4% |
| 30D | -8.9% | -3.4% | -5.4% | -7.7% |
| 3M | -10.4% | -8.1% | -2.3% | -7.6% |
| 6M | -19.4% | -11.1% | -8.3% | -15.9% |
| YTD | -17.1% | +0.7% | -17.9% | -17.8% |
| 1Y | -26.3% | +20.1% | -46.4% | -32.0% |
| 3Y | -9.9% | +46.1% | -56.0% | -25.2% |
| 5Y | +6.1% | +48.2% | -42.1% | -15.6% |
| All | +227.5% | +80.1% | +147.5% | +138.7% |
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 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