+217.0%
W vs GSK
+102.9%
+114.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.4% |
| 7D | +1.1% | +5.2% | -4.1% | -1.3% |
| 30D | +6.4% | +10.2% | -3.8% | +1.3% |
| 3M | +9.0% | -0.9% | +9.9% | +9.4% |
| 6M | +69.8% | +3.5% | +66.3% | +66.1% |
| YTD | +12.1% | +7.2% | +4.8% | +5.8% |
| 1Y | 0.0% | +12.0% | -12.0% | -8.0% |
| 3Y | +160.3% | +67.3% | +93.0% | +76.8% |
| 5Y | -53.3% | +45.3% | -98.6% | -66.1% |
| 10Y | +217.0% | +101.8% | +115.2% | +92.2% |
| All | +217.0% | +102.9% | +114.0% | +92.2% |
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