+44.6%
OKE vs GSK
+14.9%
+29.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.0% | -8.7% | -3.5% |
| 7D | -5.2% | +4.9% | -10.2% | -5.1% |
| 30D | +1.1% | +9.9% | -8.7% | +1.5% |
| 3M | +2.2% | +0.2% | +2.1% | +2.5% |
| 6M | 0.0% | +2.3% | -2.3% | +0.4% |
| YTD | +26.5% | +7.1% | +19.5% | +25.6% |
| 1Y | +44.6% | +13.1% | +31.5% | +43.9% |
| All | +44.6% | +14.9% | +29.7% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling