+50.0%
LULU vs GSK
+80.1%
-30.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.2% |
| 7D | -1.6% | -3.5% | +1.9% | -0.5% |
| 30D | -18.1% | -3.4% | -14.7% | -17.1% |
| 3M | -18.8% | -8.1% | -10.6% | -16.5% |
| 6M | -39.2% | -11.1% | -28.1% | -36.9% |
| YTD | -52.4% | +0.7% | -53.1% | -52.7% |
| 1Y | -40.3% | +20.1% | -60.4% | -44.4% |
| 3Y | -75.1% | +46.1% | -121.2% | -79.1% |
| 5Y | -76.7% | +48.2% | -125.0% | -81.0% |
| All | +50.0% | +80.1% | -30.1% | +16.9% |
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