-39.0%
U vs GSK
+62.5%
-101.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.8% |
| 7D | -3.8% | -1.8% | -2.0% | -3.6% |
| 30D | +17.5% | -2.2% | +19.6% | +17.8% |
| 3M | +38.7% | -1.8% | +40.5% | +38.9% |
| 6M | +104.4% | -10.6% | +115.0% | +106.6% |
| YTD | -5.7% | +4.4% | -10.1% | -7.4% |
| 1Y | +3.7% | +30.4% | -26.7% | -3.2% |
| 3Y | +12.3% | +60.1% | -47.7% | -2.4% |
| 5Y | -68.8% | +46.8% | -115.6% | -72.5% |
| All | -39.0% | +62.5% | -101.5% | -47.5% |
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