+42.7%
ORCL vs GSK
+44.4%
-1.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | +8.0% | +1.1% | +6.8% | +8.0% |
| 30D | -4.0% | +6.3% | -10.3% | -3.9% |
| 3M | -19.5% | +1.8% | -21.3% | -19.3% |
| 6M | -33.5% | +1.7% | -35.1% | -33.4% |
| YTD | -34.8% | +6.5% | -41.4% | -35.5% |
| 1Y | -41.6% | +9.5% | -51.1% | -42.4% |
| 3Y | +13.8% | +65.3% | -51.5% | +2.3% |
| All | +42.7% | +44.4% | -1.8% | +23.6% |
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