+69.5%
PR vs GSK
+31.2%
+38.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.7% |
| 7D | +2.9% | -1.8% | +4.7% | +2.8% |
| 30D | +18.0% | -2.2% | +20.2% | +17.8% |
| 3M | +16.9% | -1.8% | +18.7% | +16.7% |
| 6M | +28.2% | -10.6% | +38.8% | +27.8% |
| YTD | +69.3% | +4.4% | +64.9% | +65.2% |
| 1Y | +69.5% | +30.4% | +39.1% | +67.4% |
| All | +69.5% | +31.2% | +38.3% | +67.4% |
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 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