+188.3%
GSK vs SBAC
+2,208.1%
-2,019.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.8% |
| 7D | -1.8% | -0.8% | -1.0% | -1.8% |
| 30D | -2.2% | +6.9% | -9.1% | -2.7% |
| 3M | -1.8% | -8.2% | +6.4% | -1.2% |
| 6M | -10.6% | -1.6% | -9.0% | -10.7% |
| YTD | +4.4% | -0.1% | +4.5% | +4.1% |
| 1Y | +30.4% | -0.5% | +30.9% | +30.0% |
| 3Y | +60.1% | -9.1% | +69.1% | +60.2% |
| 5Y | +46.8% | -43.8% | +90.6% | +51.5% |
| 10Y | +79.2% | +80.5% | -1.3% | +70.5% |
| All | +188.3% | +2,208.1% | -2,019.9% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling