+1,842.6%
UMC vs GSK
+80.1%
+1,762.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | +9.0% | -3.5% | +12.5% | +9.7% |
| 30D | +17.2% | -3.4% | +20.7% | +17.9% |
| 3M | +11.4% | -8.1% | +19.5% | +12.6% |
| 6M | +137.5% | -11.1% | +148.6% | +141.2% |
| YTD | +193.1% | +0.7% | +192.4% | +188.4% |
| 1Y | +240.3% | +20.1% | +220.2% | +219.3% |
| 3Y | +262.2% | +46.1% | +216.1% | +216.0% |
| 5Y | +143.1% | +48.2% | +94.9% | +108.6% |
| All | +1,842.6% | +80.1% | +1,762.5% | +1,461.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling