+90.5%
GSK vs SFM
+41.7%
+48.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.3% |
| 7D | +4.9% | -10.2% | +15.1% | +5.7% |
| 30D | +10.8% | -23.9% | +34.7% | +12.7% |
| 3M | -1.8% | -42.3% | +40.5% | +1.8% |
| 6M | +4.1% | -40.1% | +44.3% | +7.5% |
| YTD | +7.9% | -37.8% | +45.6% | +10.8% |
| 1Y | +14.4% | -37.1% | +51.5% | +17.3% |
| 3Y | +68.1% | +21.5% | +46.5% | +58.6% |
| 5Y | +47.7% | +103.8% | -56.1% | +31.1% |
| 10Y | +100.5% | +142.0% | -41.5% | +70.2% |
| All | +90.5% | +41.7% | +48.8% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling