-31.8%
LVS vs GSK
+14.9%
-46.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.0% | +1.5% | +5.5% |
| 7D | +13.4% | +4.9% | +8.5% | +12.3% |
| 30D | +12.2% | +9.9% | +2.3% | +10.2% |
| 3M | -10.7% | +0.2% | -10.9% | -10.9% |
| 6M | -19.8% | +2.3% | -22.2% | -20.3% |
| YTD | -35.8% | +7.1% | -42.9% | -35.6% |
| 1Y | -31.8% | +13.1% | -44.9% | -31.4% |
| All | -31.8% | +14.9% | -46.7% | -31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling