+47.4%
GSK vs SSNC
+49.6%
-2.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | -2.1% |
| 7D | -4.2% | -1.8% | -2.4% | -3.9% |
| 30D | -7.5% | +1.9% | -9.4% | -7.8% |
| 3M | -3.3% | +18.4% | -21.7% | -5.9% |
| 6M | -9.3% | +7.0% | -16.3% | -10.5% |
| YTD | +1.6% | -6.9% | +8.5% | +2.7% |
| 1Y | +25.5% | -8.2% | +33.7% | +27.5% |
| All | +47.4% | +49.6% | -2.2% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling