+65.2%
PR vs GSK
+103.4%
-38.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -16.4% | +1.7% | -18.1% | -16.5% |
| 30D | -1.9% | +7.0% | -8.9% | -2.3% |
| 3M | +8.0% | -2.7% | +10.6% | +8.1% |
| 6M | +4.1% | +1.4% | +2.7% | +3.8% |
| YTD | +58.7% | +5.3% | +53.4% | +57.3% |
| 1Y | +75.8% | +10.6% | +65.2% | +73.5% |
| 3Y | +73.2% | +62.6% | +10.6% | +63.2% |
| 5Y | +230.1% | +41.7% | +188.5% | +211.5% |
| All | +65.2% | +103.4% | -38.2% | +79.7% |
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 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