-6.5%
U vs GSK
+24.6%
-31.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.4% |
| 7D | +4.4% | -3.6% | +8.0% | +3.1% |
| 30D | -1.3% | -5.9% | +4.6% | -3.3% |
| 3M | +49.6% | -4.3% | +53.8% | +47.8% |
| 6M | +100.2% | -10.8% | +111.0% | +91.3% |
| YTD | -3.7% | +1.8% | -5.5% | -1.9% |
| 1Y | -6.5% | +23.5% | -30.0% | +2.7% |
| All | -6.5% | +24.6% | -31.1% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling