+84.4%
GSK vs SFM
+132.6%
-48.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -2.1% |
| 7D | -1.8% | -0.1% | -1.8% | -1.8% |
| 30D | -2.2% | -4.4% | +2.2% | -1.9% |
| 3M | -1.8% | +1.5% | -3.3% | -2.1% |
| 6M | -10.6% | +6.5% | -17.1% | -11.3% |
| YTD | +4.4% | +2.2% | +2.3% | +3.8% |
| 1Y | +30.4% | -41.9% | +72.3% | +35.0% |
| 3Y | +60.1% | +106.8% | -46.7% | +45.7% |
| 5Y | +46.8% | +231.6% | -184.8% | +26.1% |
| 10Y | +79.2% | +258.4% | -179.2% | +48.2% |
| All | +84.4% | +132.6% | -48.2% | +56.3% |
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 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