+1,721.8%
GSK vs SAN
+1,664.5%
+57.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | +0.4% |
| 7D | +1.7% | +4.9% | -3.3% | +0.5% |
| 30D | +7.0% | -13.0% | +20.0% | +10.4% |
| 3M | -2.7% | -18.9% | +16.2% | +1.9% |
| 6M | +1.4% | -4.1% | +5.6% | +1.8% |
| YTD | +5.3% | +2.6% | +2.8% | +3.6% |
| 1Y | +10.6% | +16.9% | -6.3% | +5.4% |
| 3Y | +62.6% | +239.1% | -176.5% | +18.8% |
| 5Y | +41.7% | +266.8% | -225.2% | -1.2% |
| 10Y | +104.7% | +246.0% | -141.3% | +35.1% |
| All | +1,721.8% | +1,664.5% | +57.3% | +560.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling