+6,893.4%
URI vs GSK
+264.0%
+6,629.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.5% |
| 7D | -2.0% | -1.8% | -0.1% | -1.2% |
| 30D | -12.9% | -2.2% | -10.8% | -12.2% |
| 3M | -6.7% | -1.8% | -4.9% | -6.5% |
| 6M | +19.0% | -10.6% | +29.6% | +24.5% |
| YTD | +25.5% | +4.4% | +21.1% | +21.4% |
| 1Y | +5.5% | +30.4% | -24.9% | -9.0% |
| 3Y | +111.3% | +60.1% | +51.2% | +58.1% |
| 5Y | +198.6% | +46.8% | +151.8% | +128.8% |
| 10Y | +1,179.9% | +79.2% | +1,100.7% | +775.2% |
| All | +6,893.4% | +264.0% | +6,629.4% | +3,551.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling