-31.1%
ORCL vs GSK
+26.4%
-57.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +1.2% |
| 7D | +15.0% | -4.2% | +19.2% | +13.1% |
| 30D | +10.5% | -7.5% | +18.1% | +7.2% |
| 3M | -23.0% | -3.3% | -19.7% | -23.5% |
| 6M | +7.0% | -9.3% | +16.3% | +4.5% |
| YTD | -15.8% | +1.6% | -17.4% | -16.0% |
| 1Y | -31.1% | +25.5% | -56.6% | -28.0% |
| All | -31.1% | +26.4% | -57.5% | -28.0% |
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