+231.9%
GSK vs STLA
+263.8%
-31.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.1% |
| 7D | -1.8% | +2.6% | -4.4% | -2.1% |
| 30D | -2.2% | -1.2% | -0.9% | -2.1% |
| 3M | -1.8% | -24.8% | +23.0% | +1.2% |
| 6M | -10.6% | -25.6% | +15.0% | -7.9% |
| YTD | +4.4% | -48.9% | +53.4% | +11.6% |
| 1Y | +30.4% | -38.8% | +69.2% | +35.7% |
| 3Y | +60.1% | -64.5% | +124.6% | +74.7% |
| 5Y | +46.8% | -62.4% | +109.2% | +56.6% |
| 10Y | +79.2% | +55.4% | +23.8% | +62.1% |
| All | +231.9% | +263.8% | -31.9% | +197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling