+162.2%
W vs GSK
+80.2%
+82.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +5.9% | -3.6% | +9.5% | +7.8% |
| 30D | -3.0% | -5.9% | +2.9% | -0.1% |
| 3M | +40.3% | -4.3% | +44.6% | +42.9% |
| 6M | +32.2% | -10.8% | +43.0% | +39.4% |
| YTD | -0.3% | +1.8% | -2.1% | -3.3% |
| 1Y | +16.2% | +23.5% | -7.3% | -0.3% |
| 3Y | +40.7% | +49.5% | -8.8% | +2.1% |
| 5Y | -62.3% | +49.7% | -112.0% | -73.8% |
| 10Y | +162.2% | +81.9% | +80.3% | +65.1% |
| All | +162.2% | +80.2% | +82.0% | +65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling