+55.3%
V vs GSK
+62.2%
-7.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +1.0% | -0.7% |
| 7D | -1.7% | -1.8% | +0.1% | -1.4% |
| 30D | +2.0% | -2.2% | +4.1% | +2.3% |
| 3M | +17.4% | -1.8% | +19.2% | +17.6% |
| 6M | +17.5% | -10.6% | +28.1% | +19.4% |
| YTD | +7.6% | +4.4% | +3.2% | +6.0% |
| 1Y | +7.7% | +30.4% | -22.7% | +1.5% |
| All | +55.3% | +62.2% | -7.0% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling