+81.9%
GSK vs STLA
+46.8%
+35.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.4% |
| 7D | -3.6% | +0.4% | -4.0% | -3.7% |
| 30D | -5.9% | -5.2% | -0.7% | -5.3% |
| 3M | -4.3% | -24.9% | +20.6% | -0.6% |
| 6M | -10.8% | -25.2% | +14.4% | -7.6% |
| YTD | +1.8% | -51.4% | +53.2% | +11.3% |
| 1Y | +23.5% | -40.7% | +64.2% | +30.1% |
| 3Y | +49.5% | -66.3% | +115.8% | +68.0% |
| 5Y | +49.7% | -63.2% | +112.9% | +62.1% |
| 10Y | +81.9% | +48.7% | +33.2% | +71.7% |
| All | +81.9% | +46.8% | +35.2% | +71.7% |
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