+204.5%
URI vs GSK
+44.4%
+160.1%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +6.7% | +1.1% | +5.6% | +6.5% |
| 30D | +8.9% | +6.3% | +2.5% | +7.5% |
| 3M | +0.5% | +1.8% | -1.3% | 0.0% |
| 6M | +20.7% | +1.7% | +19.0% | +19.8% |
| YTD | +40.0% | +6.5% | +33.5% | +37.7% |
| 1Y | +34.4% | +9.5% | +24.9% | +31.4% |
| 3Y | +149.5% | +65.3% | +84.2% | +114.2% |
| All | +204.5% | +44.4% | +160.1% | +150.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling