+8,438.8%
USB vs GSK
+1,705.8%
+6,733.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.8% |
| YTD | +21.0% | +4.4% | +16.6% | +18.4% |
| 1Y | +34.0% | +30.4% | +3.6% | +21.1% |
| 3Y | +95.3% | +60.1% | +35.2% | +61.2% |
| 5Y | +40.4% | +46.8% | -6.4% | +18.0% |
| 10Y | +107.3% | +79.2% | +28.1% | +61.0% |
| All | +8,438.8% | +1,705.8% | +6,733.0% | +3,952.1% |
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