+361.6%
PSX vs GSK
+105.0%
+256.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.6% |
| 7D | +7.8% | +1.1% | +6.7% | +7.4% |
| 30D | -10.9% | +6.3% | -17.2% | -12.7% |
| 3M | +14.5% | +1.8% | +12.7% | +13.4% |
| 6M | +56.1% | +1.7% | +54.5% | +53.9% |
| YTD | +109.6% | +6.5% | +103.0% | +100.5% |
| 1Y | +95.5% | +9.5% | +86.0% | +85.1% |
| 3Y | +156.2% | +65.3% | +90.9% | +97.8% |
| 5Y | +310.0% | +43.7% | +266.3% | +229.8% |
| All | +361.6% | +105.0% | +256.7% | +220.7% |
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