+376.3%
PSX vs GSK
+80.0%
+296.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.5% |
| 7D | +1.5% | -5.4% | +6.9% | +3.3% |
| 30D | +15.8% | -4.6% | +20.4% | +17.5% |
| 3M | +43.0% | -5.1% | +48.1% | +44.7% |
| 6M | +61.1% | -11.4% | +72.5% | +65.7% |
| YTD | +104.5% | +0.7% | +103.8% | +99.8% |
| 1Y | +102.5% | +23.0% | +79.5% | +82.7% |
| 3Y | +133.5% | +48.0% | +85.5% | +88.4% |
| 5Y | +367.0% | +48.2% | +318.7% | +263.3% |
| All | +376.3% | +80.0% | +296.3% | +251.7% |
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