+40.4%
O vs GSK
+67.2%
-26.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +3.5% | +5.2% | -1.6% | +2.4% |
| 30D | +10.4% | +10.2% | +0.2% | +8.1% |
| 3M | -2.4% | -0.9% | -1.5% | -2.4% |
| 6M | -1.2% | +3.5% | -4.7% | -2.1% |
| YTD | +10.4% | +7.2% | +3.2% | +8.4% |
| 1Y | +11.4% | +12.0% | -0.6% | +8.5% |
| 3Y | +40.4% | +67.3% | -26.9% | +22.1% |
| All | +40.4% | +67.2% | -26.8% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling