+49.3%
GSK vs SAN
+356.8%
-307.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -4.2% | +3.3% | -7.5% | -4.8% |
| 30D | -7.5% | +1.1% | -8.6% | -7.7% |
| 3M | -3.3% | +22.2% | -25.5% | -7.2% |
| 6M | -9.3% | +36.0% | -45.3% | -15.0% |
| YTD | +1.6% | +28.2% | -26.6% | -4.0% |
| 1Y | +25.5% | +54.1% | -28.6% | +14.5% |
| 3Y | +49.3% | +354.2% | -305.0% | +16.5% |
| All | +49.3% | +356.8% | -307.5% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling