+3.3%
ON vs GSK
+67.2%
-63.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -4.1% | +5.2% | -9.3% | -4.5% |
| 30D | -10.2% | +10.2% | -20.4% | -10.9% |
| 3M | -12.7% | -0.9% | -11.9% | -12.5% |
| 6M | -32.5% | +3.5% | -36.0% | -33.3% |
| YTD | +28.6% | +7.2% | +21.3% | +25.9% |
| 1Y | +43.4% | +12.0% | +31.4% | +39.2% |
| 3Y | +3.3% | +67.3% | -64.0% | -5.2% |
| All | +3.3% | +67.2% | -63.9% | -5.2% |
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