+715.0%
P vs GSK
+76.8%
+638.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.3% |
| 7D | +7.8% | -4.2% | +12.0% | +8.9% |
| 30D | +12.3% | -7.5% | +19.8% | +14.2% |
| 3M | +37.1% | -3.3% | +40.4% | +37.3% |
| 6M | +66.1% | -9.3% | +75.4% | +68.6% |
| YTD | +50.9% | +1.6% | +49.3% | +47.9% |
| 1Y | +27.2% | +25.5% | +1.7% | +16.4% |
| 3Y | +158.7% | +49.3% | +109.4% | +114.7% |
| 5Y | +291.1% | +46.7% | +244.4% | +216.9% |
| 10Y | +715.0% | +76.8% | +638.2% | +525.9% |
| All | +715.0% | +76.8% | +638.2% | +525.9% |
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