+35.5%
ORCL vs GSK
+47.2%
-11.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +3.2% |
| 7D | +0.5% | +4.9% | -4.4% | +0.6% |
| 30D | -15.3% | +10.8% | -26.1% | -15.2% |
| 3M | -18.2% | -1.8% | -16.4% | -18.0% |
| 6M | -38.4% | +4.1% | -42.5% | -38.4% |
| YTD | -37.7% | +7.9% | -45.6% | -38.4% |
| 1Y | -49.3% | +14.4% | -63.7% | -50.1% |
| 3Y | +10.6% | +68.1% | -57.5% | -0.5% |
| 5Y | +35.5% | +47.7% | -12.2% | +18.6% |
| All | +35.5% | +47.2% | -11.7% | +18.6% |
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