+228.0%
GSK vs SGI
+1,798.9%
-1,570.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +1.1% | -5.3% | +6.5% | +1.7% |
| 30D | +6.3% | -2.1% | +8.4% | +6.5% |
| 3M | +1.8% | -8.2% | +10.0% | +2.5% |
| 6M | +1.7% | -4.6% | +6.2% | +1.8% |
| YTD | +6.5% | -31.5% | +38.0% | +9.9% |
| 1Y | +9.5% | -30.8% | +40.3% | +12.8% |
| 3Y | +65.3% | +67.2% | -1.9% | +54.8% |
| 5Y | +43.7% | +42.5% | +1.2% | +34.1% |
| 10Y | +104.1% | +321.9% | -217.7% | +61.2% |
| All | +228.0% | +1,798.9% | -1,570.9% | +92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling