+70.5%
NDAQ vs GSK
+44.6%
+25.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | +2.9% | +5.2% | -2.3% | +2.0% |
| 30D | +17.5% | +10.2% | +7.3% | +15.6% |
| 3M | +15.4% | -0.9% | +16.3% | +15.5% |
| 6M | +24.6% | +3.5% | +21.1% | +23.7% |
| YTD | +14.4% | +7.2% | +7.2% | +12.2% |
| 1Y | +26.9% | +12.0% | +14.9% | +23.3% |
| 3Y | +119.8% | +67.3% | +52.5% | +91.2% |
| 5Y | +70.5% | +45.3% | +25.2% | +47.7% |
| All | +70.5% | +44.6% | +25.9% | +47.7% |
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