+82.2%
PR vs GSK
+103.9%
-21.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +6.7% | +0.5% | +6.2% | +6.7% |
| 30D | -6.1% | +9.4% | -15.6% | -6.7% |
| 3M | +6.9% | +1.6% | +5.3% | +6.7% |
| 6M | +14.6% | +1.3% | +13.3% | +14.4% |
| YTD | +66.1% | +6.0% | +60.1% | +64.6% |
| 1Y | +77.0% | +9.1% | +67.9% | +74.9% |
| 3Y | +93.8% | +65.4% | +28.4% | +82.5% |
| 5Y | +268.2% | +43.0% | +225.3% | +247.6% |
| All | +82.2% | +103.9% | -21.7% | +106.2% |
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