+99.6%
PSX vs GSK
+31.2%
+68.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | 0.0% |
| 7D | +4.5% | -1.8% | +6.4% | +4.4% |
| 30D | +26.6% | -2.2% | +28.8% | +26.3% |
| 3M | +39.3% | -1.8% | +41.1% | +38.9% |
| 6M | +56.8% | -10.6% | +67.4% | +56.1% |
| YTD | +101.8% | +4.4% | +97.4% | +96.3% |
| 1Y | +99.6% | +30.4% | +69.2% | +95.9% |
| All | +99.6% | +31.2% | +68.4% | +95.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling