+580.0%
XYZ vs GSK
+76.8%
+503.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.1% |
| 7D | +2.9% | -4.2% | +7.0% | +4.6% |
| 30D | +1.4% | -7.5% | +8.9% | +4.5% |
| 3M | +14.6% | -3.3% | +17.8% | +15.6% |
| 6M | +20.8% | -9.3% | +30.1% | +24.7% |
| YTD | +23.1% | +1.6% | +21.5% | +20.4% |
| 1Y | +5.6% | +25.5% | -19.8% | -7.1% |
| 3Y | +50.9% | +49.3% | +1.6% | +14.8% |
| 5Y | -68.6% | +46.7% | -115.2% | -76.4% |
| 10Y | +580.0% | +76.8% | +503.2% | +370.0% |
| All | +580.0% | +76.8% | +503.2% | +370.0% |
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 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