+8.5%
GSK vs SBAC
-2.9%
+11.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | +0.2% | +0.6% | -0.4% | +0.1% |
| 30D | +5.4% | +5.5% | -0.1% | +4.4% |
| 3M | +0.9% | +3.1% | -2.2% | +0.3% |
| 6M | +0.7% | -7.0% | +7.8% | +1.6% |
| YTD | +5.6% | +0.5% | +5.1% | +7.0% |
| 1Y | +8.5% | +0.2% | +8.3% | +10.0% |
| All | +8.5% | -2.9% | +11.4% | +10.0% |
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