-21.6%
SAP vs GSK
+24.6%
-46.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.3% | -3.6% | +3.3% | 0.0% |
| 30D | +0.3% | -5.9% | +6.2% | +0.7% |
| 3M | +16.9% | -4.3% | +21.1% | +17.4% |
| 6M | +6.3% | -10.8% | +17.1% | +6.8% |
| YTD | -12.4% | +1.8% | -14.2% | -13.2% |
| 1Y | -21.6% | +23.5% | -45.1% | -24.1% |
| All | -21.6% | +24.6% | -46.2% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling