+910.2%
GSK vs SUI
+4,037.5%
-3,127.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -1.8% | -2.8% | +1.0% | -1.2% |
| 30D | -2.2% | -1.2% | -1.0% | -1.9% |
| 3M | -1.8% | -1.7% | -0.1% | -1.4% |
| 6M | -10.6% | -10.5% | -0.1% | -8.2% |
| YTD | +4.4% | -1.8% | +6.3% | +4.7% |
| 1Y | +30.4% | -4.1% | +34.5% | +31.4% |
| 3Y | +60.1% | +11.3% | +48.8% | +53.9% |
| 5Y | +46.8% | -32.1% | +78.9% | +56.5% |
| 10Y | +79.2% | +110.4% | -31.2% | +42.4% |
| All | +910.2% | +4,037.5% | -3,127.3% | +348.8% |
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