+46.7%
GSK vs SBAC
-43.9%
+90.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -4.2% | -0.1% | -4.1% | -4.2% |
| 30D | -7.5% | +3.2% | -10.8% | -8.1% |
| 3M | -3.3% | -5.1% | +1.8% | -2.5% |
| 6M | -9.3% | -2.1% | -7.2% | -9.4% |
| YTD | +1.6% | -0.5% | +2.1% | +1.1% |
| 1Y | +25.5% | +1.1% | +24.4% | +24.2% |
| 3Y | +49.3% | -7.4% | +56.7% | +49.6% |
| 5Y | +46.7% | -44.3% | +91.0% | +62.0% |
| All | +46.7% | -43.9% | +90.6% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling