-63.7%
XYZ vs GSK
+44.4%
-108.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.7% |
| 7D | -1.1% | +1.1% | -2.2% | -1.3% |
| 30D | +11.5% | +6.3% | +5.2% | +10.2% |
| 3M | +1.8% | +1.8% | 0.0% | +1.4% |
| 6M | +21.2% | +1.7% | +19.6% | +20.4% |
| YTD | +29.9% | +6.5% | +23.4% | +27.5% |
| 1Y | +35.8% | +9.5% | +26.3% | +32.3% |
| 3Y | +62.6% | +65.3% | -2.7% | +32.7% |
| All | -63.7% | +44.4% | -108.1% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling