+36.5%
USB vs GSK
+14.9%
+21.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.0% | -3.1% | +0.9% |
| 7D | +2.4% | +4.9% | -2.5% | +1.4% |
| 30D | +6.6% | +9.9% | -3.3% | +4.5% |
| 3M | -4.1% | +0.2% | -4.3% | -4.2% |
| 6M | +12.5% | +2.3% | +10.1% | +11.6% |
| YTD | +17.6% | +7.1% | +10.6% | +16.3% |
| 1Y | +36.5% | +13.1% | +23.4% | +33.3% |
| All | +36.5% | +14.9% | +21.6% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling