+81.9%
GSK vs SFM
+280.6%
-198.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.5% |
| 7D | -3.6% | -7.2% | +3.6% | -3.1% |
| 30D | -5.9% | -14.3% | +8.4% | -5.0% |
| 3M | -4.3% | -13.7% | +9.5% | -3.4% |
| 6M | -10.8% | -6.0% | -4.8% | -10.7% |
| YTD | +1.8% | -8.2% | +10.0% | +1.9% |
| 1Y | +23.5% | -46.2% | +69.7% | +28.6% |
| 3Y | +49.5% | +83.6% | -34.0% | +36.3% |
| 5Y | +49.7% | +212.7% | -163.0% | +27.5% |
| 10Y | +81.9% | +273.0% | -191.1% | +46.7% |
| All | +81.9% | +280.6% | -198.7% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling