+702.3%
GSK vs STZ
+9,621.1%
-8,918.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -1.8% | -1.9% | +0.1% | -1.5% |
| 30D | -2.2% | -1.9% | -0.3% | -1.9% |
| 3M | -1.8% | -6.2% | +4.4% | -0.9% |
| 6M | -10.6% | -14.0% | +3.4% | -8.7% |
| YTD | +4.4% | -5.1% | +9.5% | +4.9% |
| 1Y | +30.4% | -9.6% | +40.0% | +31.8% |
| 3Y | +60.1% | -47.2% | +107.3% | +74.8% |
| 5Y | +46.8% | -33.6% | +80.4% | +53.7% |
| 10Y | +79.2% | -9.8% | +89.0% | +74.6% |
| All | +702.3% | +9,621.1% | -8,918.7% | +318.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling