+32.1%
GSK vs SARO
-23.7%
+55.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -0.9% |
| 7D | -5.4% | -4.0% | -1.4% | -5.1% |
| 30D | -4.6% | -16.1% | +11.5% | -3.3% |
| 3M | -5.1% | -4.5% | -0.6% | -5.0% |
| 6M | -11.4% | -17.0% | +5.6% | -10.6% |
| YTD | +0.7% | -17.5% | +18.3% | +1.6% |
| 1Y | +23.0% | -12.3% | +35.3% | +23.6% |
| All | +32.1% | -23.7% | +55.8% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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