+15,613.1%
PSA vs GSK
+1,742.6%
+13,870.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -1.4% | +1.1% | -2.6% | -1.7% |
| 30D | +15.2% | +6.3% | +8.8% | +13.3% |
| 3M | +2.2% | +1.8% | +0.4% | +1.6% |
| 6M | +11.7% | +1.7% | +10.0% | +11.0% |
| YTD | +32.0% | +6.5% | +25.5% | +29.3% |
| 1Y | +26.3% | +9.5% | +16.8% | +22.8% |
| 3Y | +52.4% | +65.3% | -12.9% | +31.8% |
| 5Y | +26.3% | +43.7% | -17.5% | +12.2% |
| 10Y | +132.3% | +104.1% | +28.2% | +87.0% |
| All | +15,613.1% | +1,742.6% | +13,870.5% | +9,761.6% |
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 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