+48.2%
GSK vs SIRI
-42.5%
+90.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.1% |
| 7D | -5.4% | -3.0% | -2.4% | -5.2% |
| 30D | -4.6% | +1.3% | -5.9% | -4.7% |
| 3M | -5.1% | +5.6% | -10.7% | -5.5% |
| 6M | -11.4% | +35.2% | -46.6% | -13.6% |
| YTD | +0.7% | +49.1% | -48.3% | -2.6% |
| 1Y | +23.0% | +26.8% | -3.8% | +20.3% |
| 3Y | +48.0% | -23.7% | +71.6% | +46.8% |
| 5Y | +48.2% | -41.8% | +90.0% | +48.7% |
| All | +48.2% | -42.5% | +90.7% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 5y: compounded portfolio wealth divided by compounded SIRI 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…
5y analysis · Full analysis span regression · 6 months rolling