+1,684.5%
PLTR vs GSK
+65.3%
+1,619.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | 0.0% | -3.6% | +3.6% | +0.1% |
| 30D | -3.3% | -5.9% | +2.7% | -3.2% |
| 3M | +28.4% | -4.3% | +32.6% | +28.4% |
| 6M | +8.4% | -10.8% | +19.2% | +8.5% |
| YTD | -4.6% | +1.8% | -6.4% | -5.2% |
| 1Y | +4.4% | +23.5% | -19.1% | +2.7% |
| 3Y | +1,020.5% | +49.5% | +971.0% | +987.0% |
| 5Y | +548.8% | +49.7% | +499.1% | +532.3% |
| All | +1,684.5% | +65.3% | +1,619.2% | +1,557.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling