+35,474.8%
LOW vs GSK
+1,705.8%
+33,769.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.0% |
| 7D | -1.7% | -1.8% | +0.1% | -1.1% |
| 30D | -7.0% | -2.2% | -4.9% | -6.4% |
| 3M | -0.9% | -1.8% | +0.9% | -0.3% |
| 6M | -20.1% | -10.6% | -9.5% | -16.9% |
| YTD | -13.9% | +4.4% | -18.3% | -15.7% |
| 1Y | -21.1% | +30.4% | -51.6% | -29.1% |
| 3Y | -6.6% | +60.1% | -66.7% | -23.7% |
| 5Y | +9.4% | +46.8% | -37.4% | -9.4% |
| 10Y | +220.5% | +79.2% | +141.3% | +145.4% |
| All | +35,474.8% | +1,705.8% | +33,769.0% | +11,405.0% |
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 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