+533.2%
XYZ vs GSK
+102.6%
+430.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.1% |
| 7D | -1.0% | -1.8% | +0.9% | -0.3% |
| 30D | -1.7% | -2.2% | +0.5% | -1.0% |
| 3M | +16.7% | -1.8% | +18.6% | +17.0% |
| 6M | +26.9% | -10.6% | +37.5% | +31.8% |
| YTD | +27.1% | +4.4% | +22.7% | +23.0% |
| 1Y | +9.3% | +30.4% | -21.2% | -5.6% |
| 3Y | +42.3% | +60.1% | -17.8% | +4.0% |
| 5Y | -69.3% | +46.8% | -116.1% | -76.8% |
| 10Y | +586.8% | +79.2% | +507.6% | +357.5% |
| All | +533.2% | +102.6% | +430.6% | +299.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling