+147.8%
PR vs GSK
+91.5%
+56.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.4% | -4.8% |
| 7D | -16.5% | +3.6% | -20.1% | -16.7% |
| 30D | -4.5% | +8.2% | -12.7% | -5.0% |
| 3M | +8.5% | -1.2% | +9.7% | +8.6% |
| 6M | -3.3% | +1.9% | -5.2% | -3.6% |
| YTD | +55.7% | +5.5% | +50.2% | +54.4% |
| 1Y | +82.0% | +11.8% | +70.3% | +79.6% |
| 3Y | +62.5% | +64.5% | -2.1% | +53.5% |
| 5Y | +223.9% | +41.9% | +182.0% | +206.8% |
| 10Y | +64.2% | +105.1% | -40.9% | +74.2% |
| All | +147.8% | +91.5% | +56.3% | +163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling