+99.2%
PSA vs GSK
+80.0%
+19.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -3.6% | -5.4% | +1.8% | -1.8% |
| 30D | -9.4% | -4.6% | -4.8% | -8.0% |
| 3M | -8.2% | -5.1% | -3.1% | -6.7% |
| 6M | -1.8% | -11.4% | +9.6% | +2.0% |
| YTD | +15.7% | +0.7% | +15.0% | +14.8% |
| 1Y | +6.3% | +23.0% | -16.7% | -1.9% |
| 3Y | +21.6% | +48.0% | -26.4% | +3.7% |
| 5Y | +13.5% | +48.2% | -34.8% | -4.9% |
| All | +99.2% | +80.0% | +19.2% | +52.7% |
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 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