+8,026.5%
USB vs GSK
+1,724.7%
+6,301.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.6% |
| 7D | -1.5% | +3.6% | -5.0% | -2.6% |
| 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% | +12.0% |
| 1Y | +32.8% | +11.8% | +21.0% | +26.6% |
| 3Y | +91.3% | +64.5% | +26.8% | +56.2% |
| 5Y | +22.7% | +41.9% | -19.3% | +4.2% |
| 10Y | +97.0% | +105.1% | -8.0% | +46.1% |
| All | +8,026.5% | +1,724.7% | +6,301.9% | +3,735.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling