+287.7%
PSX vs GSK
+44.6%
+243.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -7.8% | +5.2% | -13.0% | -8.3% |
| 30D | -9.9% | +10.2% | -20.1% | -10.8% |
| 3M | +16.9% | -0.9% | +17.8% | +17.0% |
| 6M | +48.0% | +3.5% | +44.5% | +46.9% |
| YTD | +98.3% | +7.2% | +91.1% | +94.2% |
| 1Y | +86.2% | +12.0% | +74.2% | +80.9% |
| 3Y | +144.0% | +67.3% | +76.6% | +115.5% |
| 5Y | +287.7% | +45.3% | +242.5% | +240.9% |
| All | +287.7% | +44.6% | +243.1% | +240.9% |
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 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