+485.4%
P vs GSK
+112.8%
+372.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.9% |
| 7D | +6.5% | -1.8% | +8.4% | +7.0% |
| 30D | +18.8% | -2.2% | +21.0% | +19.3% |
| 3M | +26.7% | -1.8% | +28.6% | +26.5% |
| 6M | +62.2% | -10.6% | +72.8% | +65.8% |
| YTD | +48.5% | +4.4% | +44.1% | +44.3% |
| 1Y | +26.4% | +30.4% | -4.0% | +13.7% |
| 3Y | +159.4% | +60.1% | +99.3% | +107.2% |
| 5Y | +275.8% | +46.8% | +229.0% | +203.6% |
| 10Y | +732.0% | +79.2% | +652.8% | +502.5% |
| All | +485.4% | +112.8% | +372.6% | +285.5% |
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 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