+9.5%
OMC vs GSK
+48.7%
-39.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | -4.2% | -3.6% | -0.6% | -3.5% |
| 30D | -7.5% | -5.9% | -1.6% | -6.3% |
| 3M | +4.6% | -4.3% | +8.9% | +5.7% |
| 6M | -4.8% | -10.8% | +6.0% | -2.8% |
| YTD | -1.0% | +1.8% | -2.8% | -1.8% |
| 1Y | +3.8% | +23.5% | -19.6% | -1.0% |
| All | +9.5% | +48.7% | -39.2% | +2.0% |
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 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