+190.0%
ON vs GSK
+176.5%
+13.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | -4.1% | +5.2% | -9.3% | -6.5% |
| 30D | -10.2% | +10.2% | -20.4% | -14.7% |
| 3M | -12.7% | -0.9% | -11.9% | -13.2% |
| 6M | -32.5% | +3.5% | -36.0% | -35.3% |
| YTD | +28.6% | +7.2% | +21.3% | +20.0% |
| 1Y | +43.4% | +12.0% | +31.4% | +30.9% |
| 3Y | +3.3% | +67.3% | -64.0% | -27.5% |
| 5Y | +22.5% | +45.3% | -22.7% | -9.5% |
| 10Y | +535.7% | +101.8% | +433.9% | +285.4% |
| All | +190.0% | +176.5% | +13.5% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling