+235.4%
SAP vs GSK
+103.7%
+131.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -2.5% | -1.1% | -1.4% | -2.1% |
| 30D | +7.5% | +7.8% | -0.4% | +4.5% |
| 3M | +11.6% | +0.3% | +11.3% | +11.3% |
| 6M | +37.6% | +3.4% | +34.2% | +35.3% |
| YTD | -2.0% | +5.9% | -7.9% | -5.5% |
| 1Y | -6.4% | +8.2% | -14.6% | -10.6% |
| 3Y | +67.7% | +65.3% | +2.4% | +29.6% |
| 5Y | +75.7% | +43.3% | +32.4% | +42.4% |
| All | +235.4% | +103.7% | +131.7% | +132.3% |
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