+81.9%
GSK vs STT
+262.1%
-180.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.6% | +1.0% | -4.6% | -3.8% |
| 30D | -5.9% | +2.8% | -8.7% | -6.4% |
| 3M | -4.3% | +18.1% | -22.4% | -7.2% |
| 6M | -10.8% | +59.2% | -70.0% | -18.2% |
| YTD | +1.8% | +51.5% | -49.7% | -5.9% |
| 1Y | +23.5% | +75.7% | -52.2% | +10.9% |
| 3Y | +49.5% | +200.8% | -151.2% | +20.3% |
| 5Y | +49.7% | +155.8% | -106.1% | +21.1% |
| 10Y | +81.9% | +266.4% | -184.4% | +22.6% |
| All | +81.9% | +262.1% | -180.1% | +22.6% |
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