+101.8%
GSK vs SAN
+255.1%
-153.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | +5.2% | +10.8% | -5.6% | +3.1% |
| 30D | +10.2% | -5.7% | +15.9% | +11.3% |
| 3M | -0.9% | -13.4% | +12.5% | +1.7% |
| 6M | +3.5% | +3.5% | -0.1% | +2.2% |
| YTD | +7.2% | +9.7% | -2.5% | +4.2% |
| 1Y | +12.0% | +20.9% | -8.9% | +6.8% |
| 3Y | +67.3% | +254.3% | -186.9% | +27.5% |
| 5Y | +45.3% | +304.2% | -259.0% | +4.9% |
| 10Y | +101.8% | +260.2% | -158.5% | +38.5% |
| All | +101.8% | +255.1% | -153.3% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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