+707.9%
P vs GSK
+101.6%
+606.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.9% | +5.8% |
| 7D | -9.6% | +4.9% | -14.5% | -10.5% |
| 30D | -33.4% | +10.8% | -44.3% | -35.0% |
| 3M | +14.2% | -1.8% | +16.0% | +14.4% |
| 6M | +31.6% | +4.1% | +27.5% | +29.1% |
| YTD | +53.5% | +7.9% | +45.6% | +48.2% |
| 1Y | +14.2% | +14.4% | -0.3% | +8.2% |
| 3Y | +190.5% | +68.1% | +122.4% | +132.7% |
| 5Y | +256.3% | +47.7% | +208.7% | +194.5% |
| 10Y | +707.9% | +100.5% | +607.4% | +489.1% |
| All | +707.9% | +101.6% | +606.3% | +489.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling