+14,023.4%
PSA vs GSK
+1,705.8%
+12,317.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | -3.7% | -1.8% | -1.8% | -3.2% |
| 30D | -7.7% | -2.2% | -5.6% | -7.2% |
| 3M | -0.6% | -1.8% | +1.2% | -0.2% |
| 6M | -0.9% | -10.6% | +9.7% | +1.8% |
| YTD | +18.7% | +4.4% | +14.2% | +16.9% |
| 1Y | +7.6% | +30.4% | -22.8% | -0.1% |
| 3Y | +23.7% | +60.1% | -36.4% | +7.9% |
| 5Y | +13.7% | +46.8% | -33.1% | +0.5% |
| 10Y | +98.9% | +79.2% | +19.6% | +65.3% |
| All | +14,023.4% | +1,705.8% | +12,317.6% | +8,820.6% |
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