+101.8%
GSK vs STLA
+12.4%
+89.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.1% |
| 7D | +5.2% | -4.9% | +10.1% | +5.9% |
| 30D | +10.2% | -4.9% | +15.1% | +10.7% |
| 3M | -0.9% | -23.7% | +22.8% | +2.5% |
| 6M | +3.5% | -45.0% | +48.4% | +11.8% |
| YTD | +7.2% | -60.9% | +68.1% | +20.7% |
| 1Y | +12.0% | -58.9% | +70.9% | +24.9% |
| 3Y | +67.3% | -74.4% | +141.8% | +95.9% |
| 5Y | +45.3% | -71.5% | +116.8% | +63.0% |
| 10Y | +101.8% | +5.3% | +96.5% | +94.4% |
| All | +101.8% | +12.4% | +89.4% | +94.4% |
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