+92.7%
USB vs GSK
+103.7%
-11.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.6% |
| 7D | -1.5% | +3.6% | -5.0% | -2.7% |
| 30D | +4.3% | +8.2% | -3.9% | +1.5% |
| 3M | -6.1% | -1.2% | -4.9% | -6.0% |
| 6M | +9.4% | +1.9% | +7.5% | +8.1% |
| YTD | +15.2% | +5.5% | +9.7% | +11.8% |
| 1Y | +32.8% | +11.8% | +21.0% | +26.2% |
| 3Y | +91.3% | +64.5% | +26.8% | +51.4% |
| 5Y | +22.7% | +41.9% | -19.3% | +2.1% |
| All | +92.7% | +103.7% | -11.0% | +40.0% |
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