+8,200.6%
USB vs GSK
+1,751.5%
+6,449.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.0% | -3.1% | +0.2% |
| 7D | +2.4% | +4.9% | -2.5% | +0.7% |
| 30D | +6.6% | +9.9% | -3.3% | +3.2% |
| 3M | -4.1% | +0.2% | -4.3% | -4.5% |
| 6M | +12.5% | +2.3% | +10.1% | +11.0% |
| YTD | +17.6% | +7.1% | +10.6% | +13.9% |
| 1Y | +36.5% | +13.1% | +23.4% | +29.7% |
| 3Y | +95.4% | +66.9% | +28.5% | +58.8% |
| 5Y | +26.1% | +45.6% | -19.5% | +6.2% |
| 10Y | +101.3% | +108.1% | -6.8% | +48.5% |
| All | +8,200.6% | +1,751.5% | +6,449.2% | +3,798.5% |
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