+155.3%
URI vs GSK
+64.8%
+90.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.3% |
| 7D | +2.6% | -1.1% | +3.7% | +2.7% |
| 30D | +9.1% | +7.8% | +1.2% | +8.3% |
| 3M | +1.0% | +0.3% | +0.7% | +1.0% |
| 6M | +23.3% | +3.4% | +19.9% | +22.8% |
| YTD | +43.3% | +5.9% | +37.4% | +43.2% |
| 1Y | +35.9% | +8.2% | +27.7% | +35.6% |
| All | +155.3% | +64.8% | +90.5% | +143.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling