+198.5%
GSK vs SSNC
+1,021.7%
-823.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.5% | +1.4% | -0.9% | +0.2% |
| 30D | +9.4% | -2.6% | +12.1% | +10.0% |
| 3M | +1.6% | -0.6% | +2.2% | +1.6% |
| 6M | +1.3% | +19.9% | -18.6% | -3.0% |
| YTD | +6.0% | -8.2% | +14.2% | +7.1% |
| 1Y | +9.1% | -5.5% | +14.6% | +9.5% |
| 3Y | +65.4% | +56.8% | +8.6% | +46.9% |
| 5Y | +43.0% | +7.8% | +35.2% | +36.4% |
| 10Y | +103.1% | +183.3% | -80.3% | +51.0% |
| All | +198.5% | +1,021.7% | -823.2% | +64.4% |
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