+23.5%
GSK vs SGI
-20.0%
+43.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.4% |
| 7D | -3.6% | +0.6% | -4.2% | -3.7% |
| 30D | -5.9% | +5.5% | -11.5% | -6.6% |
| 3M | -4.3% | -3.6% | -0.7% | -4.0% |
| 6M | -10.8% | -15.0% | +4.2% | -10.0% |
| YTD | +1.8% | -23.0% | +24.8% | +2.3% |
| 1Y | +23.5% | -18.4% | +41.9% | +23.8% |
| All | +23.5% | -20.0% | +43.5% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling