+90.1%
RF vs GSK
+48.0%
+42.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | +0.3% |
| 7D | +1.3% | -1.8% | +3.1% | +1.6% |
| 30D | -3.6% | -2.2% | -1.4% | -3.3% |
| 3M | +8.1% | -1.8% | +9.9% | +8.3% |
| 6M | +11.5% | -10.6% | +22.1% | +13.3% |
| YTD | +15.6% | +4.4% | +11.1% | +14.5% |
| 1Y | +15.7% | +30.4% | -14.7% | +10.4% |
| 3Y | +86.9% | +60.1% | +26.8% | +67.1% |
| All | +90.1% | +48.0% | +42.1% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling