+54.8%
ON vs GSK
+31.2%
+23.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +0.8% |
| 7D | +2.4% | -1.8% | +4.3% | +2.3% |
| 30D | -3.3% | -2.2% | -1.1% | -3.3% |
| 3M | -43.6% | -1.8% | -41.8% | -43.8% |
| 6M | +19.0% | -10.6% | +29.6% | +20.6% |
| YTD | +37.4% | +4.4% | +32.9% | +35.6% |
| 1Y | +54.8% | +30.4% | +24.4% | +54.6% |
| All | +54.8% | +31.2% | +23.5% | +54.6% |
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