+224.0%
SAP vs GSK
+102.9%
+121.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +1.5% | +5.2% | -3.7% | -0.4% |
| 30D | +8.8% | +10.2% | -1.3% | +5.0% |
| 3M | +12.1% | -0.9% | +13.0% | +12.2% |
| 6M | +34.6% | +3.5% | +31.1% | +32.3% |
| YTD | -2.1% | +7.2% | -9.3% | -6.0% |
| 1Y | -5.5% | +12.0% | -17.5% | -11.0% |
| 3Y | +67.4% | +67.3% | +0.1% | +28.8% |
| 5Y | +74.6% | +45.3% | +29.3% | +40.7% |
| 10Y | +224.0% | +101.8% | +122.3% | +124.1% |
| All | +224.0% | +102.9% | +121.1% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling