+212.8%
GSK vs SGI
+2,073.9%
-1,861.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | -4.2% | +9.3% | -13.5% | -5.0% |
| 30D | -7.5% | +6.9% | -14.4% | -8.2% |
| 3M | -3.3% | +2.8% | -6.1% | -3.7% |
| 6M | -9.3% | -12.6% | +3.3% | -8.4% |
| YTD | +1.6% | -21.5% | +23.1% | +3.5% |
| 1Y | +25.5% | -18.8% | +44.2% | +27.2% |
| 3Y | +49.3% | +60.8% | -11.6% | +40.2% |
| 5Y | +46.7% | +60.0% | -13.3% | +35.3% |
| 10Y | +76.8% | +267.8% | -191.0% | +41.2% |
| All | +212.8% | +2,073.9% | -1,861.1% | +81.2% |
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