+78.4%
O vs GSK
+103.7%
-25.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +0.6% | -1.1% | +1.7% | +1.0% |
| 30D | +9.4% | +7.8% | +1.6% | +6.1% |
| 3M | -2.4% | +0.3% | -2.7% | -2.8% |
| 6M | -1.9% | +3.4% | -5.3% | -3.6% |
| YTD | +10.5% | +5.9% | +4.5% | +6.7% |
| 1Y | +10.0% | +8.2% | +1.7% | +5.2% |
| 3Y | +40.5% | +65.3% | -24.8% | +7.6% |
| 5Y | +10.2% | +43.3% | -33.1% | -11.5% |
| All | +78.4% | +103.7% | -25.3% | +17.6% |
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