-38.4%
U vs GSK
+56.7%
-95.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | 0.0% | -5.4% | +5.4% | +0.6% |
| 30D | -4.1% | -4.6% | +0.5% | -3.6% |
| 3M | +57.8% | -5.1% | +62.9% | +58.5% |
| 6M | +103.5% | -11.4% | +115.0% | +105.8% |
| YTD | -4.8% | +0.7% | -5.5% | -6.1% |
| 1Y | -2.4% | +23.0% | -25.4% | -8.1% |
| 3Y | +11.7% | +48.0% | -36.3% | -1.4% |
| 5Y | -68.9% | +48.2% | -117.1% | -72.6% |
| All | -38.4% | +56.7% | -95.2% | -46.8% |
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