+23.5%
GSK vs SBAC
+0.1%
+23.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -3.6% | +0.2% | -3.8% | -3.6% |
| 30D | -5.9% | +3.9% | -9.8% | -6.4% |
| 3M | -4.3% | -8.2% | +3.9% | -3.2% |
| 6M | -10.8% | -2.8% | -8.0% | -9.8% |
| YTD | +1.8% | -1.5% | +3.3% | +2.5% |
| 1Y | +23.5% | 0.0% | +23.5% | +25.2% |
| All | +23.5% | +0.1% | +23.4% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling