+1,157.2%
URI vs GSK
+76.8%
+1,080.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.6% |
| 7D | +2.5% | -4.2% | +6.7% | +4.2% |
| 30D | -12.5% | -7.5% | -5.0% | -9.9% |
| 3M | -6.2% | -3.3% | -2.9% | -5.5% |
| 6M | +25.9% | -9.3% | +35.2% | +30.0% |
| YTD | +26.2% | +1.6% | +24.6% | +24.0% |
| 1Y | +5.5% | +25.5% | -20.0% | -5.9% |
| 3Y | +125.0% | +49.3% | +75.7% | +77.4% |
| 5Y | +210.4% | +46.7% | +163.8% | +138.7% |
| 10Y | +1,157.2% | +76.8% | +1,080.4% | +792.4% |
| All | +1,157.2% | +76.8% | +1,080.4% | +792.4% |
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 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