-9.1%
LOW vs GSK
+48.7%
-57.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.6% | -3.6% | +3.0% | +0.3% |
| 30D | -9.3% | -5.9% | -3.3% | -7.9% |
| 3M | -8.1% | -4.3% | -3.8% | -7.1% |
| 6M | -19.8% | -10.8% | -9.0% | -17.6% |
| YTD | -16.4% | +1.8% | -18.2% | -16.5% |
| 1Y | -24.7% | +23.5% | -48.1% | -28.1% |
| All | -9.1% | +48.7% | -57.8% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling