+26.1%
PAAS vs GSK
+14.9%
+11.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.0% | +3.3% | +7.6% |
| 7D | -1.1% | +4.9% | -6.0% | -1.8% |
| 30D | -8.5% | +9.9% | -18.3% | -9.7% |
| 3M | -7.3% | +0.2% | -7.5% | -7.1% |
| 6M | -18.3% | +2.3% | -20.6% | -18.5% |
| YTD | -19.2% | +7.1% | -26.2% | -15.2% |
| 1Y | +26.1% | +13.1% | +13.0% | +34.7% |
| All | +26.1% | +14.9% | +11.2% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling