+46.7%
GSK vs SAN
+381.9%
-335.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.3% |
| 6M | -9.3% | +36.0% | -45.3% | -15.1% |
| YTD | +1.6% | +28.2% | -26.6% | -4.1% |
| 1Y | +25.5% | +54.1% | -28.6% | +14.2% |
| 3Y | +49.3% | +354.2% | -305.0% | +9.0% |
| 5Y | +46.7% | +387.3% | -340.6% | +1.6% |
| All | +46.7% | +381.9% | -335.3% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling