+192.6%
GSK vs SBAC
+2,188.2%
-1,995.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.2% |
| 7D | +0.5% | -2.7% | +3.2% | +0.7% |
| 30D | +9.4% | +3.3% | +6.2% | +9.2% |
| 3M | +1.6% | +3.3% | -1.7% | +1.3% |
| 6M | +1.3% | -10.9% | +12.2% | +2.1% |
| YTD | +6.0% | -1.0% | +7.0% | +5.7% |
| 1Y | +9.1% | -4.5% | +13.6% | +9.1% |
| 3Y | +65.4% | -8.7% | +74.1% | +65.6% |
| 5Y | +43.0% | -40.6% | +83.6% | +46.9% |
| 10Y | +103.1% | +109.4% | -6.4% | +91.5% |
| All | +192.6% | +2,188.2% | -1,995.6% | +142.1% |
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