+2,327.9%
NDAQ vs GSK
+257.6%
+2,070.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | +0.1% | -1.0% |
| 7D | -2.4% | -1.8% | -0.6% | -1.6% |
| 30D | +2.5% | -2.2% | +4.6% | +3.3% |
| 3M | +9.9% | -1.8% | +11.7% | +10.4% |
| 6M | +9.4% | -10.6% | +20.0% | +14.0% |
| YTD | +0.4% | +4.4% | -4.0% | -3.1% |
| 1Y | +4.0% | +30.4% | -26.4% | -10.2% |
| 3Y | +94.4% | +60.1% | +34.3% | +46.5% |
| 5Y | +56.7% | +46.8% | +9.9% | +20.4% |
| 10Y | +375.3% | +79.2% | +296.1% | +222.2% |
| All | +2,327.9% | +257.6% | +2,070.3% | +1,128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling