+523.3%
ON vs GSK
+105.0%
+418.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.8% |
| 7D | +12.2% | +1.1% | +11.1% | +11.8% |
| 30D | -3.1% | +6.3% | -9.5% | -5.5% |
| 3M | -12.9% | +1.8% | -14.7% | -14.0% |
| 6M | -38.6% | +1.7% | -40.2% | -40.1% |
| YTD | +31.2% | +6.5% | +24.7% | +24.4% |
| 1Y | +47.6% | +9.5% | +38.2% | +38.2% |
| 3Y | +6.6% | +65.3% | -58.7% | -22.0% |
| 5Y | +21.3% | +43.7% | -22.5% | -6.3% |
| All | +523.3% | +105.0% | +418.4% | +291.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling