+76.2%
O vs GSK
+105.0%
-28.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.9% |
| 7D | -0.4% | +1.1% | -1.5% | -0.8% |
| 30D | +7.1% | +6.3% | +0.8% | +4.5% |
| 3M | -5.2% | +1.8% | -7.0% | -6.2% |
| 6M | -1.8% | +1.7% | -3.4% | -2.9% |
| YTD | +9.1% | +6.5% | +2.5% | +5.1% |
| 1Y | +9.7% | +9.5% | +0.2% | +4.4% |
| 3Y | +39.1% | +65.3% | -26.2% | +6.6% |
| 5Y | +8.4% | +43.7% | -35.4% | -13.1% |
| All | +76.2% | +105.0% | -28.8% | +15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling