+64.8%
PR vs GSK
+101.6%
-36.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.2% |
| 7D | -12.4% | +4.9% | -17.3% | -12.6% |
| 30D | -6.6% | +10.8% | -17.4% | -7.1% |
| 3M | +7.5% | -1.8% | +9.3% | +7.6% |
| 6M | +10.8% | +4.1% | +6.7% | +10.3% |
| YTD | +57.0% | +7.9% | +49.1% | +55.4% |
| 1Y | +67.9% | +14.4% | +53.5% | +65.3% |
| 3Y | +87.6% | +68.1% | +19.5% | +76.3% |
| 5Y | +220.4% | +47.7% | +172.7% | +201.7% |
| 10Y | +64.8% | +100.5% | -35.6% | +77.9% |
| All | +64.8% | +101.6% | -36.7% | +77.9% |
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