+2,432.7%
SAP vs GSK
+722.4%
+1,710.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -4.0% | -4.1% |
| 7D | -0.7% | +1.7% | -2.3% | -1.4% |
| 30D | +11.1% | +7.0% | +4.1% | +7.6% |
| 3M | +17.0% | -2.7% | +19.7% | +18.1% |
| 6M | +34.8% | +1.4% | +33.4% | +33.2% |
| YTD | -2.2% | +5.3% | -7.6% | -6.1% |
| 1Y | -6.4% | +10.6% | -17.1% | -12.3% |
| 3Y | +75.1% | +62.6% | +12.6% | +32.7% |
| 5Y | +69.8% | +41.7% | +28.1% | +34.5% |
| 10Y | +219.8% | +104.7% | +115.1% | +108.1% |
| All | +2,432.7% | +722.4% | +1,710.3% | +789.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling