+54.5%
USAR vs GSK
+58.3%
-3.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -11.6% | -3.5% | -8.1% | -11.6% |
| 30D | -15.5% | -3.4% | -12.0% | -15.4% |
| 3M | -31.0% | -8.1% | -22.9% | -30.9% |
| 6M | -26.2% | -11.1% | -15.1% | -25.9% |
| YTD | +30.8% | +0.7% | +30.0% | +30.2% |
| 1Y | +7.1% | +20.1% | -13.1% | +6.5% |
| 3Y | +53.0% | +46.1% | +6.9% | +51.3% |
| All | +54.5% | +58.3% | -3.8% | +52.6% |
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 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