+46.7%
GSK vs SFM
+219.5%
-172.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.8% | -2.4% |
| 7D | -4.2% | -5.8% | +1.6% | -3.9% |
| 30D | -7.5% | -11.4% | +3.8% | -7.0% |
| 3M | -3.3% | -12.2% | +8.9% | -2.7% |
| 6M | -9.3% | -5.2% | -4.2% | -9.3% |
| YTD | +1.6% | -4.5% | +6.1% | +1.6% |
| 1Y | +25.5% | -45.4% | +70.9% | +30.0% |
| 3Y | +49.3% | +91.1% | -41.8% | +33.9% |
| 5Y | +46.7% | +226.8% | -180.1% | +19.5% |
| All | +46.7% | +219.5% | -172.9% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling