+1,112.1%
PSX vs GSK
+125.5%
+986.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.9% |
| 7D | +4.5% | -1.8% | +6.4% | +5.2% |
| 30D | +26.6% | -2.2% | +28.8% | +27.4% |
| 3M | +39.3% | -1.8% | +41.1% | +39.4% |
| 6M | +56.8% | -10.6% | +67.4% | +61.6% |
| YTD | +101.8% | +4.4% | +97.4% | +94.2% |
| 1Y | +99.6% | +30.4% | +69.2% | +73.9% |
| 3Y | +140.3% | +60.1% | +80.3% | +83.3% |
| 5Y | +339.3% | +46.8% | +292.5% | +239.8% |
| 10Y | +369.9% | +79.2% | +290.6% | +221.3% |
| All | +1,112.1% | +125.5% | +986.6% | +608.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling