-26.3%
U vs GSK
+66.8%
-93.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.1% |
| 7D | +24.4% | +5.2% | +19.2% | +23.8% |
| 30D | +7.4% | +10.2% | -2.8% | +6.4% |
| 3M | +16.8% | -0.9% | +17.7% | +16.9% |
| 6M | +78.8% | +3.5% | +75.3% | +77.9% |
| YTD | +14.0% | +7.2% | +6.7% | +11.6% |
| 1Y | +16.7% | +12.0% | +4.7% | +13.3% |
| 3Y | +86.4% | +67.3% | +19.0% | +60.8% |
| 5Y | -71.5% | +45.3% | -116.7% | -74.8% |
| All | -26.3% | +66.8% | -93.2% | -36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling