+230.1%
GSK vs SGI
+1,862.0%
-1,631.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | -0.1% |
| 7D | +5.2% | -3.9% | +9.1% | +5.6% |
| 30D | +10.2% | +0.9% | +9.2% | +10.0% |
| 3M | -0.9% | -2.9% | +2.0% | -0.7% |
| 6M | +3.5% | -9.0% | +12.4% | +4.1% |
| YTD | +7.2% | -29.2% | +36.4% | +10.2% |
| 1Y | +12.0% | -32.3% | +44.3% | +15.6% |
| 3Y | +67.3% | +72.4% | -5.1% | +56.2% |
| 5Y | +45.3% | +50.6% | -5.4% | +34.7% |
| 10Y | +101.8% | +335.2% | -233.5% | +58.8% |
| All | +230.1% | +1,862.0% | -1,631.9% | +93.0% |
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