+44.1%
GSK vs STLA
-70.1%
+114.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +1.7% | -4.5% | +6.2% | +2.2% |
| 30D | +7.0% | -3.9% | +10.9% | +7.4% |
| 3M | -2.7% | -20.2% | +17.5% | -0.3% |
| 6M | +1.4% | -42.2% | +43.6% | +7.9% |
| YTD | +5.3% | -59.3% | +64.7% | +16.2% |
| 1Y | +10.6% | -56.1% | +66.7% | +20.7% |
| 3Y | +62.6% | -73.7% | +136.2% | +86.8% |
| All | +44.1% | -70.1% | +114.1% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling