+48.2%
GSK vs SITM
+176.0%
-127.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.2% | -1.1% |
| 7D | -5.4% | +4.8% | -10.2% | -5.5% |
| 30D | -4.6% | -9.7% | +5.1% | -4.5% |
| 3M | -5.1% | -9.3% | +4.2% | -5.2% |
| 6M | -11.4% | +69.5% | -80.9% | -13.4% |
| YTD | +0.7% | +70.5% | -69.8% | -1.6% |
| 1Y | +23.0% | +145.3% | -122.2% | +19.0% |
| 3Y | +48.0% | +432.8% | -384.8% | +37.9% |
| 5Y | +48.2% | +174.0% | -125.8% | +36.6% |
| All | +48.2% | +176.0% | -127.8% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling