+87.0%
GSK vs SFM
+44.5%
+42.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.5% |
| 7D | -1.1% | -7.1% | +6.0% | -0.6% |
| 30D | +7.8% | -21.4% | +29.2% | +9.4% |
| 3M | +0.3% | -40.1% | +40.4% | +3.7% |
| 6M | +3.4% | -38.0% | +41.5% | +6.5% |
| YTD | +5.9% | -36.5% | +42.4% | +8.6% |
| 1Y | +8.2% | -35.2% | +43.4% | +10.7% |
| 3Y | +65.3% | +23.5% | +41.8% | +55.8% |
| 5Y | +43.3% | +109.7% | -66.4% | +26.9% |
| 10Y | +102.9% | +132.6% | -29.7% | +72.8% |
| All | +87.0% | +44.5% | +42.5% | +63.5% |
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 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