+87.6%
PR vs GSK
+65.2%
+22.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -0.9% |
| 7D | -12.4% | +4.9% | -17.3% | -12.1% |
| 30D | -6.6% | +10.8% | -17.4% | -6.0% |
| 3M | +7.5% | -1.8% | +9.3% | +7.7% |
| 6M | +10.8% | +4.1% | +6.7% | +11.1% |
| YTD | +57.0% | +7.9% | +49.1% | +56.6% |
| 1Y | +67.9% | +14.4% | +53.5% | +67.5% |
| 3Y | +87.6% | +68.1% | +19.5% | +69.5% |
| All | +87.6% | +65.2% | +22.4% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling