+55.3%
O vs GSK
+80.2%
-24.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -2.3% | -3.6% | +1.3% | -0.9% |
| 30D | -2.4% | -5.9% | +3.5% | -0.2% |
| 3M | -0.6% | -4.3% | +3.7% | +0.8% |
| 6M | -5.0% | -10.8% | +5.8% | -1.2% |
| YTD | +10.4% | +1.8% | +8.6% | +8.5% |
| 1Y | +6.6% | +23.5% | -16.9% | -3.9% |
| 3Y | +28.4% | +49.5% | -21.1% | +3.2% |
| 5Y | +15.3% | +49.7% | -34.4% | -10.5% |
| 10Y | +55.3% | +81.9% | -26.6% | +11.3% |
| All | +55.3% | +80.2% | -24.9% | +11.3% |
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