+27.2%
NFLX vs GSK
+47.3%
-20.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -8.1% | -3.6% | -4.5% | -7.5% |
| 30D | -0.3% | -5.9% | +5.6% | +0.7% |
| 3M | -6.6% | -4.3% | -2.4% | -5.9% |
| 6M | -22.7% | -10.8% | -11.9% | -21.4% |
| YTD | -18.9% | +1.8% | -20.7% | -19.2% |
| 1Y | -39.8% | +23.5% | -63.3% | -41.9% |
| 3Y | +71.7% | +49.5% | +22.2% | +55.8% |
| 5Y | +27.2% | +49.7% | -22.4% | +14.9% |
| All | +27.2% | +47.3% | -20.1% | +14.9% |
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