+238.6%
P vs GSK
+43.2%
+195.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | -23.8% | +1.7% | -25.5% | -23.7% |
| 30D | -36.6% | +7.0% | -43.7% | -36.4% |
| 3M | +10.9% | -2.7% | +13.5% | +11.2% |
| 6M | +30.0% | +1.4% | +28.6% | +30.1% |
| YTD | +44.4% | +5.3% | +39.0% | +44.2% |
| 1Y | +3.9% | +10.6% | -6.7% | +3.4% |
| 3Y | +176.6% | +62.6% | +114.0% | +161.2% |
| All | +238.6% | +43.2% | +195.4% | +202.5% |
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