+99.1%
V vs GSK
+43.2%
+55.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.2% | +1.7% | +0.5% | +1.8% |
| 30D | +13.6% | +7.0% | +6.5% | +11.9% |
| 3M | +14.3% | -2.7% | +17.0% | +14.8% |
| 6M | +33.1% | +1.4% | +31.7% | +32.4% |
| YTD | +21.2% | +5.3% | +15.9% | +18.8% |
| 1Y | +26.4% | +10.6% | +15.8% | +22.4% |
| 3Y | +77.6% | +62.6% | +15.0% | +53.4% |
| All | +99.1% | +43.2% | +55.9% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling