+2,653.9%
UL vs GSK
+1,705.8%
+948.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | +0.6% |
| 7D | -1.3% | -1.8% | +0.5% | -0.7% |
| 30D | +0.5% | -2.2% | +2.7% | +1.2% |
| 3M | +17.6% | -1.8% | +19.4% | +18.2% |
| 6M | -5.4% | -10.6% | +5.2% | -1.8% |
| YTD | +0.7% | +4.4% | -3.7% | -1.4% |
| 1Y | -9.3% | +30.4% | -39.7% | -18.5% |
| 3Y | +24.5% | +60.1% | -35.5% | +1.7% |
| 5Y | +23.2% | +46.8% | -23.6% | +2.3% |
| 10Y | +64.5% | +79.2% | -14.7% | +25.2% |
| All | +2,653.9% | +1,705.8% | +948.0% | +886.6% |
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