+48.2%
GSK vs SCCO
+313.8%
-265.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.2% | +6.2% | -0.4% |
| 7D | -5.4% | -2.7% | -2.7% | -5.2% |
| 30D | -4.6% | -0.2% | -4.4% | -4.7% |
| 3M | -5.1% | +17.8% | -22.9% | -6.8% |
| 6M | -11.4% | +2.3% | -13.7% | -12.3% |
| YTD | +0.7% | +41.6% | -40.9% | -3.7% |
| 1Y | +23.0% | +101.9% | -78.9% | +13.5% |
| 3Y | +48.0% | +186.2% | -138.2% | +29.6% |
| 5Y | +48.2% | +309.7% | -261.5% | +21.1% |
| All | +48.2% | +313.8% | -265.5% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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