+81.9%
GSK vs SAN
+329.5%
-247.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | -5.9% | -0.1% | -5.9% | -6.0% |
| 3M | -4.3% | +19.6% | -23.9% | -7.8% |
| 6M | -10.8% | +32.7% | -43.5% | -16.0% |
| YTD | +1.8% | +26.7% | -24.9% | -3.6% |
| 1Y | +23.5% | +51.6% | -28.2% | +12.8% |
| 3Y | +49.5% | +348.7% | -299.2% | +8.9% |
| 5Y | +49.7% | +378.7% | -329.1% | +4.8% |
| 10Y | +81.9% | +336.9% | -255.0% | +20.8% |
| All | +81.9% | +329.5% | -247.6% | +20.8% |
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