+1,705.8%
GSK vs SAN
+2,116.5%
-410.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -1.8% | +1.8% | -3.6% | -2.2% |
| 30D | -2.2% | +2.0% | -4.2% | -2.7% |
| 3M | -1.8% | +19.7% | -21.5% | -6.1% |
| 6M | -10.6% | +30.6% | -41.2% | -16.5% |
| YTD | +4.4% | +28.8% | -24.4% | -2.4% |
| 1Y | +30.4% | +57.8% | -27.4% | +16.1% |
| 3Y | +60.1% | +338.1% | -278.1% | +10.2% |
| 5Y | +46.8% | +384.2% | -337.4% | -4.1% |
| 10Y | +79.2% | +353.1% | -273.9% | +11.0% |
| All | +1,705.8% | +2,116.5% | -410.6% | +522.5% |
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 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