+147.7%
P vs GSK
+60.3%
+87.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.1% |
| 7D | +6.5% | -1.8% | +8.4% | +6.3% |
| 30D | +18.8% | -2.2% | +21.0% | +18.6% |
| 3M | +26.7% | -1.8% | +28.6% | +26.6% |
| 6M | +62.2% | -10.6% | +72.8% | +61.6% |
| YTD | +48.5% | +4.4% | +44.1% | +49.5% |
| 1Y | +26.4% | +30.4% | -4.0% | +28.5% |
| All | +147.7% | +60.3% | +87.4% | +154.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling