+46.4%
RF vs GSK
+42.6%
+3.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | +5.6% | +9.4% | -3.9% | +4.0% |
| 3M | -8.9% | +1.6% | -10.4% | -9.2% |
| 6M | +7.1% | +1.3% | +5.8% | +6.6% |
| YTD | +8.3% | +6.0% | +2.3% | +7.0% |
| 1Y | +16.8% | +9.1% | +7.8% | +14.9% |
| 3Y | +115.0% | +65.4% | +49.6% | +91.5% |
| 5Y | +46.4% | +43.0% | +3.4% | +32.4% |
| All | +46.4% | +42.6% | +3.8% | +32.4% |
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