+50.1%
PYPL vs GSK
+102.0%
-51.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.6% |
| 7D | -1.2% | -1.1% | -0.1% | -0.9% |
| 30D | +6.1% | +7.8% | -1.7% | +3.5% |
| 3M | +1.1% | +0.3% | +0.8% | +0.7% |
| 6M | +32.7% | +3.4% | +29.3% | +30.6% |
| YTD | +2.8% | +5.9% | -3.1% | -0.7% |
| 1Y | -10.8% | +8.2% | -19.0% | -14.5% |
| 3Y | +9.8% | +65.3% | -55.5% | -14.4% |
| 5Y | -70.2% | +43.3% | -113.5% | -75.6% |
| 10Y | +50.1% | +102.9% | -52.8% | +3.2% |
| All | +50.1% | +102.0% | -51.9% | +3.2% |
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 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