+20.1%
GSK vs SITM
+155.7%
-135.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | 0.0% |
| 7D | -3.5% | +3.9% | -7.4% | -3.6% |
| 30D | -3.4% | -6.6% | +3.1% | -3.4% |
| 3M | -8.1% | -11.9% | +3.7% | -7.8% |
| 6M | -11.1% | +81.1% | -92.3% | -15.8% |
| YTD | +0.7% | +80.0% | -79.2% | -4.6% |
| 1Y | +20.1% | +145.8% | -125.7% | +14.1% |
| All | +20.1% | +155.7% | -135.6% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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