+69.4%
USAR vs GSK
+59.9%
+9.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | -4.4% | -3.6% | -0.8% | -4.4% |
| 30D | -10.4% | -5.9% | -4.5% | -10.3% |
| 3M | -18.4% | -4.3% | -14.1% | -18.3% |
| 6M | -8.8% | -10.8% | +2.0% | -8.4% |
| YTD | +43.4% | +1.8% | +41.6% | +42.7% |
| 1Y | +21.0% | +23.5% | -2.5% | +20.2% |
| 3Y | +67.7% | +49.5% | +18.2% | +65.9% |
| All | +69.4% | +59.9% | +9.5% | +67.3% |
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