+469.1%
P vs GSK
+114.6%
+354.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | -23.8% | +1.7% | -25.5% | -24.1% |
| 30D | -36.6% | +7.0% | -43.7% | -37.8% |
| 3M | +10.9% | -2.7% | +13.5% | +11.2% |
| 6M | +30.0% | +1.4% | +28.6% | +27.9% |
| YTD | +44.4% | +5.3% | +39.0% | +39.6% |
| 1Y | +3.9% | +10.6% | -6.7% | -1.3% |
| 3Y | +176.6% | +62.6% | +114.0% | +119.6% |
| 5Y | +249.3% | +41.7% | +207.6% | +188.0% |
| 10Y | +726.9% | +104.7% | +622.2% | +452.8% |
| All | +469.1% | +114.6% | +354.5% | +272.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling