-27.5%
ON vs GSK
+48.7%
-76.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -1.9% | -3.6% | +1.7% | -1.5% |
| 30D | -11.0% | -5.9% | -5.1% | -10.5% |
| 3M | -39.3% | -4.3% | -35.1% | -39.3% |
| 6M | +19.8% | -10.8% | +30.6% | +21.3% |
| YTD | +31.1% | +1.8% | +29.3% | +29.3% |
| 1Y | +46.0% | +23.5% | +22.5% | +39.1% |
| All | -27.5% | +48.7% | -76.2% | -22.7% |
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