+104.2%
GSK vs STT
+198.7%
-94.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +0.5% | +5.1% | -4.7% | -0.4% |
| 30D | +9.4% | -0.2% | +9.7% | +9.4% |
| 3M | +1.6% | -8.1% | +9.7% | +2.9% |
| 6M | +1.3% | +16.6% | -15.3% | -1.8% |
| YTD | +6.0% | +37.8% | -31.8% | -0.4% |
| 1Y | +9.1% | +46.8% | -37.7% | +1.3% |
| 3Y | +65.4% | +181.2% | -115.8% | +34.8% |
| 5Y | +43.0% | +105.1% | -62.1% | +20.7% |
| All | +104.2% | +198.7% | -94.5% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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