+5,387.7%
O vs GSK
+924.9%
+4,462.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.2% |
| 7D | -0.7% | -1.8% | +1.1% | -0.2% |
| 30D | -1.9% | -2.2% | +0.3% | -1.3% |
| 3M | +3.8% | -1.8% | +5.7% | +4.3% |
| 6M | -4.7% | -10.6% | +5.9% | -1.8% |
| YTD | +12.5% | +4.4% | +8.1% | +10.3% |
| 1Y | +10.8% | +30.4% | -19.6% | +1.0% |
| 3Y | +28.8% | +60.1% | -31.3% | +8.3% |
| 5Y | +13.2% | +46.8% | -33.6% | -3.5% |
| 10Y | +53.5% | +79.2% | -25.8% | +23.1% |
| All | +5,387.7% | +924.9% | +4,462.9% | +3,357.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling