+1,705.8%
GSK vs STT
+7,372.9%
-5,667.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -1.8% | +0.5% | -2.3% | -1.9% |
| 30D | -2.2% | +3.9% | -6.0% | -3.0% |
| 3M | -1.8% | +20.0% | -21.8% | -5.4% |
| 6M | -10.6% | +55.3% | -65.9% | -18.1% |
| YTD | +4.4% | +53.3% | -48.9% | -4.2% |
| 1Y | +30.4% | +74.7% | -44.3% | +16.4% |
| 3Y | +60.1% | +205.8% | -145.8% | +26.9% |
| 5Y | +46.8% | +145.0% | -98.2% | +18.7% |
| 10Y | +79.2% | +266.0% | -186.8% | +27.5% |
| All | +1,705.8% | +7,372.9% | -5,667.1% | +374.2% |
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