-10.2%
UL vs GSK
+21.8%
-32.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.4% | -3.5% | +0.1% | -2.5% |
| 30D | +0.5% | -3.4% | +3.9% | +1.4% |
| 3M | +7.2% | -8.1% | +15.4% | +9.5% |
| 6M | -3.1% | -11.1% | +8.1% | -0.6% |
| YTD | -2.7% | +0.7% | -3.5% | -0.8% |
| 1Y | -10.2% | +20.1% | -30.4% | -8.4% |
| All | -10.2% | +21.8% | -32.1% | -8.4% |
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 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