+80.5%
USB vs GSK
+103.7%
-23.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | -0.5% | -1.1% | +0.5% | -0.2% |
| 30D | +5.7% | +7.8% | -2.1% | +3.0% |
| 3M | -4.7% | +0.3% | -5.0% | -5.1% |
| 6M | +13.4% | +3.4% | +10.0% | +11.5% |
| YTD | +17.0% | +5.9% | +11.1% | +13.5% |
| 1Y | +32.4% | +8.2% | +24.1% | +27.4% |
| 3Y | +101.7% | +65.3% | +36.4% | +59.4% |
| 5Y | +24.4% | +43.3% | -18.9% | +3.2% |
| All | +80.5% | +103.7% | -23.3% | +32.4% |
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