+1,721.8%
GSK vs STT
+6,268.9%
-4,547.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +1.7% | -2.5% | +4.1% | +2.1% |
| 30D | +7.0% | -5.0% | +12.0% | +8.0% |
| 3M | -2.7% | -10.5% | +7.8% | -0.8% |
| 6M | +1.4% | +10.0% | -8.6% | -0.8% |
| YTD | +5.3% | +30.7% | -25.3% | -0.5% |
| 1Y | +10.6% | +43.8% | -33.1% | +2.6% |
| 3Y | +62.6% | +168.1% | -105.5% | +32.1% |
| 5Y | +41.7% | +101.4% | -59.7% | +19.0% |
| 10Y | +104.7% | +211.3% | -106.6% | +50.1% |
| All | +1,721.8% | +6,268.9% | -4,547.1% | +392.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling