+5.6%
XYZ vs GSK
+26.4%
-20.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -3.3% |
| 7D | +2.9% | -4.2% | +7.0% | +2.8% |
| 30D | +1.4% | -7.5% | +8.9% | +1.3% |
| 3M | +14.6% | -3.3% | +17.8% | +14.5% |
| 6M | +20.8% | -9.3% | +30.1% | +20.7% |
| YTD | +23.1% | +1.6% | +21.5% | +25.9% |
| 1Y | +5.6% | +25.5% | -19.8% | +13.3% |
| All | +5.6% | +26.4% | -20.8% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling