+58.5%
ON vs GSK
+46.9%
+11.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -3.9% |
| 7D | -2.2% | -4.2% | +2.0% | -1.3% |
| 30D | -12.4% | -7.5% | -4.9% | -11.1% |
| 3M | -41.2% | -3.3% | -37.9% | -41.2% |
| 6M | +25.0% | -9.3% | +34.3% | +26.7% |
| YTD | +31.3% | +1.6% | +29.7% | +29.0% |
| 1Y | +45.4% | +25.5% | +19.9% | +34.6% |
| 3Y | -27.4% | +49.3% | -76.7% | -37.2% |
| 5Y | +58.5% | +46.7% | +11.8% | +32.4% |
| All | +58.5% | +46.9% | +11.6% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling