+76.7%
GSK vs SBAC
+83.0%
-6.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.4% |
| 7D | -5.4% | -5.3% | -0.1% | -4.2% |
| 30D | -4.6% | +0.4% | -5.0% | -4.7% |
| 3M | -5.1% | -11.9% | +6.8% | -2.4% |
| 6M | -11.4% | -4.5% | -7.0% | -11.2% |
| YTD | +0.7% | -4.3% | +5.1% | +0.8% |
| 1Y | +23.0% | -3.9% | +26.9% | +22.8% |
| 3Y | +48.0% | -11.0% | +59.0% | +48.8% |
| 5Y | +48.2% | -44.1% | +92.3% | +65.4% |
| All | +76.7% | +83.0% | -6.3% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling