+76.7%
GSK vs SGI
+266.5%
-189.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.8% |
| 7D | -5.4% | -4.9% | -0.5% | -5.0% |
| 30D | -4.6% | +1.6% | -6.2% | -4.8% |
| 3M | -5.1% | -3.2% | -1.9% | -5.0% |
| 6M | -11.4% | -16.0% | +4.6% | -10.3% |
| YTD | +0.7% | -25.4% | +26.1% | +2.8% |
| 1Y | +23.0% | -21.6% | +44.6% | +24.9% |
| 3Y | +48.0% | +52.9% | -4.9% | +40.8% |
| 5Y | +48.2% | +47.5% | +0.7% | +39.1% |
| All | +76.7% | +266.5% | -189.8% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling