+48.5%
GSK vs SITM
+4,507.3%
-4,458.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.6% |
| 7D | -4.2% | +8.4% | -12.5% | -4.5% |
| 30D | -7.5% | -17.4% | +9.9% | -6.8% |
| 3M | -3.3% | -9.8% | +6.6% | -3.4% |
| 6M | -9.3% | +83.0% | -92.3% | -13.1% |
| YTD | +1.6% | +69.6% | -68.0% | -2.5% |
| 1Y | +25.5% | +144.9% | -119.4% | +17.8% |
| 3Y | +49.3% | +429.9% | -380.6% | +30.2% |
| 5Y | +46.7% | +169.2% | -122.5% | +27.8% |
| All | +48.5% | +4,507.3% | -4,458.8% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling