+454.9%
PBR vs GSK
+44.4%
+410.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | -1.0% | +1.1% | -2.2% | -1.1% |
| 30D | -29.3% | +6.3% | -35.6% | -29.8% |
| 3M | +5.5% | +1.8% | +3.7% | +5.2% |
| 6M | -2.9% | +1.7% | -4.5% | -3.3% |
| YTD | +61.5% | +6.5% | +54.9% | +58.3% |
| 1Y | +46.9% | +9.5% | +37.4% | +43.3% |
| 3Y | +66.4% | +65.3% | +1.1% | +47.0% |
| All | +454.9% | +44.4% | +410.5% | +386.4% |
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