+105.2%
GSK vs SFM
+140.2%
-35.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +1.1% | +6.0% | -4.9% | +0.7% |
| 30D | +6.3% | -19.5% | +25.8% | +7.7% |
| 3M | +1.8% | -37.0% | +38.8% | +4.8% |
| 6M | +1.7% | -41.0% | +42.7% | +5.0% |
| YTD | +6.5% | -34.6% | +41.2% | +9.0% |
| 1Y | +9.5% | -36.3% | +45.7% | +12.1% |
| 3Y | +65.3% | +24.5% | +40.8% | +54.6% |
| 5Y | +43.7% | +115.9% | -72.1% | +25.3% |
| All | +105.2% | +140.2% | -35.0% | +71.3% |
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