+1,514.2%
RF vs GSK
+1,705.8%
-191.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | +0.6% |
| 7D | +1.3% | -1.8% | +3.1% | +2.0% |
| 30D | -3.6% | -2.2% | -1.4% | -3.0% |
| 3M | +8.1% | -1.8% | +9.9% | +8.4% |
| 6M | +11.5% | -10.6% | +22.1% | +15.4% |
| YTD | +15.6% | +4.4% | +11.1% | +13.0% |
| 1Y | +15.7% | +30.4% | -14.7% | +3.9% |
| 3Y | +86.9% | +60.1% | +26.8% | +51.5% |
| 5Y | +89.8% | +46.8% | +43.0% | +56.6% |
| 10Y | +344.7% | +79.2% | +265.5% | +238.3% |
| All | +1,514.2% | +1,705.8% | -191.7% | +700.5% |
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