+15,818.3%
OKE vs GSK
+1,641.8%
+14,176.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | 0.0% | -5.4% | +5.4% | +1.6% |
| 30D | +4.6% | -4.6% | +9.2% | +5.9% |
| 3M | +6.9% | -5.1% | +12.1% | +8.3% |
| 6M | +15.8% | -11.4% | +27.2% | +19.3% |
| YTD | +35.2% | +0.7% | +34.5% | +33.4% |
| 1Y | +37.6% | +23.0% | +14.6% | +27.0% |
| 3Y | +72.0% | +48.0% | +24.1% | +46.6% |
| 5Y | +139.0% | +48.2% | +90.7% | +100.8% |
| 10Y | +258.7% | +80.0% | +178.7% | +187.5% |
| All | +15,818.3% | +1,641.8% | +14,176.5% | +8,820.0% |
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