+100.5%
GSK vs STT
+211.9%
-111.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | +1.8% |
| 7D | +4.9% | +0.9% | +4.0% | +4.7% |
| 30D | +10.8% | -2.3% | +13.2% | +11.2% |
| 3M | -1.8% | -7.0% | +5.2% | -0.7% |
| 6M | +4.1% | +15.5% | -11.4% | +1.1% |
| YTD | +7.9% | +35.6% | -27.7% | +1.7% |
| 1Y | +14.4% | +47.9% | -33.4% | +6.2% |
| 3Y | +68.1% | +181.1% | -113.0% | +37.1% |
| 5Y | +47.7% | +108.2% | -60.5% | +24.3% |
| 10Y | +100.5% | +201.0% | -100.5% | +50.4% |
| All | +100.5% | +211.9% | -111.4% | +50.4% |
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