+1,402.2%
RF vs GSK
+1,721.8%
-319.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.9% | +1.7% | -2.6% | -1.5% |
| 30D | +6.0% | +7.0% | -1.0% | +3.4% |
| 3M | -8.9% | -2.7% | -6.2% | -8.4% |
| 6M | +2.3% | +1.4% | +0.9% | +1.2% |
| YTD | +7.6% | +5.3% | +2.2% | +4.6% |
| 1Y | +21.2% | +10.6% | +10.5% | +15.7% |
| 3Y | +108.5% | +62.6% | +45.9% | +68.0% |
| 5Y | +43.2% | +41.7% | +1.5% | +19.6% |
| 10Y | +288.1% | +104.7% | +183.3% | +181.0% |
| All | +1,402.2% | +1,721.8% | -319.5% | +640.9% |
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