+46.7%
GSK vs STZ
-36.5%
+83.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.9% | -1.5% |
| 7D | -4.2% | -7.4% | +3.2% | -2.6% |
| 30D | -7.5% | -10.9% | +3.4% | -5.4% |
| 3M | -3.3% | -13.4% | +10.2% | -0.6% |
| 6M | -9.3% | -16.2% | +6.9% | -6.3% |
| YTD | +1.6% | -10.4% | +12.0% | +3.3% |
| 1Y | +25.5% | -14.8% | +40.3% | +28.7% |
| 3Y | +49.3% | -50.1% | +99.4% | +68.7% |
| 5Y | +46.7% | -38.8% | +85.5% | +53.5% |
| All | +46.7% | -36.5% | +83.2% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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