+25.5%
GSK vs STT
+74.0%
-48.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.6% |
| 7D | -4.2% | +2.2% | -6.4% | -4.3% |
| 30D | -7.5% | +3.9% | -11.4% | -7.9% |
| 3M | -3.3% | +19.2% | -22.5% | -5.5% |
| 6M | -9.3% | +60.4% | -69.7% | -14.2% |
| YTD | +1.6% | +51.5% | -49.9% | -3.2% |
| 1Y | +25.5% | +76.3% | -50.8% | +24.7% |
| All | +25.5% | +74.0% | -48.5% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling