+194.1%
GSK vs SSNC
+1,082.2%
-888.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.7% |
| 7D | -1.8% | +0.6% | -2.5% | -2.0% |
| 30D | -2.2% | +6.0% | -8.2% | -3.4% |
| 3M | -1.8% | +21.0% | -22.8% | -6.0% |
| 6M | -10.6% | +12.1% | -22.7% | -13.1% |
| YTD | +4.4% | -3.2% | +7.7% | +4.5% |
| 1Y | +30.4% | -4.4% | +34.8% | +30.6% |
| 3Y | +60.1% | +51.6% | +8.4% | +43.4% |
| 5Y | +46.8% | +21.1% | +25.7% | +36.6% |
| 10Y | +79.2% | +177.7% | -98.5% | +33.9% |
| All | +194.1% | +1,082.2% | -888.1% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling