+1,340.7%
URI vs GSK
+103.4%
+1,237.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -9.8% | +1.7% | -11.4% | -10.4% |
| 30D | +1.7% | +7.0% | -5.3% | -1.1% |
| 3M | -9.1% | -2.7% | -6.4% | -8.6% |
| 6M | +9.9% | +1.4% | +8.4% | +8.2% |
| YTD | +31.2% | +5.3% | +25.9% | +26.7% |
| 1Y | +25.9% | +10.6% | +15.3% | +19.2% |
| 3Y | +147.4% | +62.6% | +84.8% | +87.5% |
| 5Y | +179.7% | +41.7% | +138.1% | +122.7% |
| All | +1,340.7% | +103.4% | +1,237.3% | +810.8% |
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