+179.0%
SAP vs GSK
+80.2%
+98.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -0.3% | -3.6% | +3.3% | +1.1% |
| 30D | +0.3% | -5.9% | +6.2% | +2.4% |
| 3M | +16.9% | -4.3% | +21.1% | +18.6% |
| 6M | +6.3% | -10.8% | +17.1% | +10.3% |
| YTD | -12.4% | +1.8% | -14.2% | -14.2% |
| 1Y | -21.6% | +23.5% | -45.1% | -29.4% |
| 3Y | +54.8% | +49.5% | +5.2% | +24.6% |
| 5Y | +56.2% | +49.7% | +6.5% | +22.4% |
| 10Y | +179.0% | +81.9% | +97.1% | +102.6% |
| All | +179.0% | +80.2% | +98.9% | +102.6% |
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