+53.8%
NDAQ vs GSK
+46.9%
+6.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.5% |
| 7D | -2.6% | -4.2% | +1.6% | -1.9% |
| 30D | +0.5% | -7.5% | +8.0% | +1.7% |
| 3M | +9.9% | -3.3% | +13.2% | +10.4% |
| 6M | +8.2% | -9.3% | +17.5% | +9.6% |
| YTD | -1.5% | +1.6% | -3.1% | -2.5% |
| 1Y | +1.3% | +25.5% | -24.2% | -4.1% |
| 3Y | +92.6% | +49.3% | +43.3% | +72.0% |
| 5Y | +53.8% | +46.7% | +7.2% | +32.7% |
| All | +53.8% | +46.9% | +6.9% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling