+51.4%
PYPL vs GSK
+105.5%
-54.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.4% |
| 7D | +2.7% | -1.8% | +4.5% | +3.4% |
| 30D | -4.9% | -2.2% | -2.7% | -4.3% |
| 3M | +28.9% | -1.8% | +30.7% | +29.3% |
| 6M | +18.2% | -10.6% | +28.8% | +22.3% |
| YTD | -5.0% | +4.4% | -9.5% | -7.9% |
| 1Y | -18.8% | +30.4% | -49.2% | -28.4% |
| 3Y | -12.6% | +60.1% | -72.6% | -32.2% |
| 5Y | -80.8% | +46.8% | -127.6% | -84.8% |
| 10Y | +49.9% | +79.2% | -29.3% | +3.8% |
| All | +51.4% | +105.5% | -54.1% | -6.1% |
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