+49.3%
GSK vs SFM
+96.9%
-47.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.8% | -2.6% |
| 7D | -4.2% | -5.8% | +1.6% | -4.1% |
| 30D | -7.5% | -11.4% | +3.8% | -7.4% |
| 3M | -3.3% | -12.2% | +8.9% | -3.2% |
| 6M | -9.3% | -5.2% | -4.2% | -9.2% |
| YTD | +1.6% | -4.5% | +6.1% | +1.8% |
| 1Y | +25.5% | -45.4% | +70.9% | +27.1% |
| 3Y | +49.3% | +91.1% | -41.8% | +37.8% |
| All | +49.3% | +96.9% | -47.6% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling