+105.2%
GSK vs STLA
-4.1%
+109.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.7% |
| 7D | +1.1% | -13.8% | +14.9% | +3.2% |
| 30D | +6.3% | -10.5% | +16.9% | +7.7% |
| 3M | +1.8% | -28.9% | +30.7% | +6.3% |
| 6M | +1.7% | -49.7% | +51.4% | +11.2% |
| YTD | +6.5% | -64.9% | +71.5% | +21.7% |
| 1Y | +9.5% | -64.0% | +73.5% | +24.4% |
| 3Y | +65.3% | -77.4% | +142.7% | +97.0% |
| 5Y | +43.7% | -74.4% | +118.2% | +63.7% |
| All | +105.2% | -4.1% | +109.3% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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