-49.5%
ORCL vs GSK
+14.9%
-64.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.0% | -7.0% | +0.7% |
| 7D | -14.4% | +4.9% | -19.3% | -12.1% |
| 30D | -12.8% | +9.9% | -22.7% | -8.3% |
| 3M | -14.8% | +0.2% | -14.9% | -13.7% |
| 6M | -30.9% | +2.3% | -33.2% | -28.7% |
| YTD | -35.7% | +7.1% | -42.7% | -34.4% |
| 1Y | -49.5% | +13.1% | -62.6% | -47.8% |
| All | -49.5% | +14.9% | -64.4% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling