+91.1%
NDAQ vs GSK
+48.7%
+42.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -1.6% | -3.6% | +2.0% | -1.2% |
| 30D | -1.5% | -5.9% | +4.5% | -0.9% |
| 3M | +8.0% | -4.3% | +12.3% | +8.5% |
| 6M | +7.7% | -10.8% | +18.5% | +8.7% |
| YTD | -2.3% | +1.8% | -4.1% | -3.1% |
| 1Y | +0.6% | +23.5% | -22.9% | -2.9% |
| All | +91.1% | +48.7% | +42.4% | +71.6% |
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 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