-68.0%
U vs GSK
+46.9%
-114.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +2.9% |
| 7D | +4.5% | -4.2% | +8.7% | +5.0% |
| 30D | -0.6% | -7.5% | +6.9% | +0.2% |
| 3M | +48.4% | -3.3% | +51.7% | +48.8% |
| 6M | +115.4% | -9.3% | +124.7% | +117.3% |
| YTD | -3.2% | +1.6% | -4.8% | -4.9% |
| 1Y | -6.0% | +25.5% | -31.5% | -12.4% |
| 3Y | +13.5% | +49.3% | -35.8% | -1.7% |
| 5Y | -68.0% | +46.7% | -114.7% | -73.4% |
| All | -68.0% | +46.9% | -114.9% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling