+76.7%
GSK vs SSNC
+169.0%
-92.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -5.4% | -6.7% | +1.3% | -3.9% |
| 30D | -4.6% | -0.8% | -3.8% | -4.4% |
| 3M | -5.1% | +16.1% | -21.2% | -8.3% |
| 6M | -11.4% | +7.9% | -19.4% | -13.2% |
| YTD | +0.7% | -8.7% | +9.4% | +2.1% |
| 1Y | +23.0% | -9.5% | +32.5% | +24.8% |
| 3Y | +48.0% | +47.7% | +0.3% | +32.7% |
| 5Y | +48.2% | +17.6% | +30.6% | +38.4% |
| All | +76.7% | +169.0% | -92.3% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling