-3.3%
LVS vs GSK
+80.1%
-83.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -3.5% | -3.5% | +0.1% | -2.3% |
| 30D | -6.2% | -3.4% | -2.8% | -5.1% |
| 3M | -14.8% | -8.1% | -6.7% | -12.5% |
| 6M | -20.9% | -11.1% | -9.7% | -17.9% |
| YTD | -33.0% | +0.7% | -33.8% | -33.9% |
| 1Y | -20.0% | +20.1% | -40.2% | -26.3% |
| 3Y | -6.9% | +46.1% | -53.0% | -22.3% |
| 5Y | +9.1% | +48.2% | -39.2% | -11.5% |
| All | -3.3% | +80.1% | -83.4% | -27.6% |
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