+108.7%
USB vs GSK
+80.0%
+28.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.7% | +0.4% |
| 7D | +1.4% | -1.8% | +3.3% | +2.1% |
| 30D | -1.3% | -2.2% | +0.9% | -0.7% |
| 3M | +15.2% | -1.8% | +17.1% | +15.6% |
| 6M | +18.8% | -10.6% | +29.4% | +22.9% |
| YTD | +21.0% | +4.4% | +16.6% | +18.2% |
| 1Y | +34.0% | +30.4% | +3.6% | +20.1% |
| 3Y | +95.3% | +60.1% | +35.2% | +56.6% |
| 5Y | +40.4% | +46.8% | -6.4% | +14.9% |
| All | +108.7% | +80.0% | +28.8% | +56.8% |
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 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