+363.8%
PSX vs GSK
+46.9%
+316.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +1.9% |
| 7D | +2.8% | -4.2% | +7.0% | +3.3% |
| 30D | +27.8% | -7.5% | +35.3% | +28.9% |
| 3M | +42.0% | -3.3% | +45.3% | +42.3% |
| 6M | +58.1% | -9.3% | +67.4% | +59.2% |
| YTD | +105.0% | +1.6% | +103.4% | +102.0% |
| 1Y | +104.9% | +25.5% | +79.4% | +94.2% |
| 3Y | +134.1% | +49.3% | +84.8% | +110.8% |
| 5Y | +363.8% | +46.7% | +317.2% | +323.2% |
| All | +363.8% | +46.9% | +316.9% | +323.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling