+267.7%
PR vs GSK
+44.4%
+223.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | +6.0% | +1.1% | +4.8% | +5.9% |
| 30D | -4.2% | +6.3% | -10.5% | -4.7% |
| 3M | +10.0% | +1.8% | +8.1% | +9.8% |
| 6M | +15.6% | +1.7% | +14.0% | +15.2% |
| YTD | +68.2% | +6.5% | +61.6% | +65.7% |
| 1Y | +79.2% | +9.5% | +69.7% | +75.9% |
| 3Y | +94.9% | +65.3% | +29.6% | +73.9% |
| All | +267.7% | +44.4% | +223.2% | +193.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling