+919.1%
GSK vs SUI
+4,109.4%
-3,190.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | +1.7% | +6.2% | -4.6% | +0.2% |
| 30D | +7.0% | +8.6% | -1.5% | +4.9% |
| 3M | -2.7% | +1.0% | -3.6% | -2.9% |
| 6M | +1.4% | -2.6% | +4.0% | +2.0% |
| YTD | +5.3% | -0.1% | +5.5% | +5.2% |
| 1Y | +10.6% | +0.5% | +10.2% | +10.3% |
| 3Y | +62.6% | +15.3% | +47.3% | +55.2% |
| 5Y | +41.7% | -26.1% | +67.8% | +48.1% |
| 10Y | +104.7% | +117.8% | -13.1% | +61.5% |
| All | +919.1% | +4,109.4% | -3,190.3% | +350.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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