+60.6%
PYPL vs GSK
+108.6%
-48.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -1.1% | +0.5% | -1.6% | -1.3% |
| 30D | +3.8% | +9.4% | -5.7% | +0.4% |
| 3M | -1.3% | +1.6% | -2.9% | -2.2% |
| 6M | +29.0% | +1.3% | +27.7% | +27.7% |
| YTD | +0.7% | +6.0% | -5.3% | -3.0% |
| 1Y | -12.3% | +9.1% | -21.4% | -16.5% |
| 3Y | +7.6% | +65.4% | -57.8% | -17.7% |
| 5Y | -71.7% | +43.0% | -114.7% | -77.2% |
| 10Y | +47.1% | +103.1% | -56.0% | -5.8% |
| All | +60.6% | +108.6% | -48.0% | -1.1% |
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