+67.6%
UBER vs GSK
+79.8%
-12.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +1.6% | +1.1% | +0.5% | +1.3% |
| 30D | +0.6% | +6.3% | -5.8% | -1.3% |
| 3M | -8.2% | +1.8% | -10.0% | -8.8% |
| 6M | -6.7% | +1.7% | -8.4% | -7.5% |
| YTD | -14.7% | +6.5% | -21.3% | -17.5% |
| 1Y | -24.1% | +9.5% | -33.6% | -27.2% |
| 3Y | +33.4% | +65.3% | -31.9% | +5.0% |
| 5Y | +54.5% | +43.7% | +10.7% | +27.0% |
| All | +67.6% | +79.8% | -12.1% | +27.5% |
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