+40.5%
W vs GSK
+53.4%
-12.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.1% |
| 7D | +6.5% | -4.2% | +10.7% | +7.4% |
| 30D | -6.2% | -7.5% | +1.3% | -4.7% |
| 3M | +48.9% | -3.3% | +52.2% | +49.8% |
| 6M | +31.2% | -9.3% | +40.5% | +33.6% |
| YTD | -0.4% | +1.6% | -2.0% | -1.4% |
| 1Y | +14.8% | +25.5% | -10.7% | +6.9% |
| 3Y | +40.5% | +49.3% | -8.8% | +24.3% |
| All | +40.5% | +53.4% | -12.9% | +24.3% |
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