+1,091.2%
PSX vs GSK
+131.5%
+959.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -7.8% | +5.2% | -13.0% | -9.6% |
| 30D | -9.9% | +10.2% | -20.1% | -13.2% |
| 3M | +16.9% | -0.9% | +17.8% | +16.7% |
| 6M | +48.0% | +3.5% | +44.5% | +44.4% |
| YTD | +98.3% | +7.2% | +91.1% | +88.2% |
| 1Y | +86.2% | +12.0% | +74.2% | +73.4% |
| 3Y | +144.0% | +67.3% | +76.6% | +82.4% |
| 5Y | +287.7% | +45.3% | +242.5% | +202.7% |
| 10Y | +338.3% | +101.8% | +236.5% | +180.7% |
| All | +1,091.2% | +131.5% | +959.7% | +586.1% |
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