+28.2%
PR vs GSK
-10.9%
+39.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -2.1% |
| 7D | +2.9% | -1.8% | +4.7% | +2.4% |
| 30D | +18.0% | -2.2% | +20.2% | +17.3% |
| 3M | +16.9% | -1.8% | +18.7% | +16.5% |
| 6M | +28.2% | -10.6% | +38.8% | +23.5% |
| All | +28.2% | -10.9% | +39.1% | +23.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling