+46.7%
GSK vs STT
+150.3%
-103.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.5% |
| 7D | -4.2% | +2.2% | -6.4% | -4.5% |
| 30D | -7.5% | +3.9% | -11.4% | -8.1% |
| 3M | -3.3% | +19.2% | -22.5% | -6.0% |
| 6M | -9.3% | +60.4% | -69.7% | -16.0% |
| YTD | +1.6% | +51.5% | -49.9% | -5.1% |
| 1Y | +25.5% | +76.3% | -50.8% | +14.3% |
| 3Y | +49.3% | +200.7% | -151.5% | +23.0% |
| 5Y | +46.7% | +157.5% | -110.8% | +20.3% |
| All | +46.7% | +150.3% | -103.7% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling