+2,233.8%
SAP vs GSK
+715.2%
+1,518.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | 0.0% |
| 7D | -2.9% | -1.8% | -1.1% | -2.1% |
| 30D | +9.0% | -2.2% | +11.2% | +10.0% |
| 3M | +14.9% | -1.8% | +16.8% | +15.6% |
| 6M | +11.9% | -10.6% | +22.5% | +16.7% |
| YTD | -9.9% | +4.4% | -14.3% | -13.0% |
| 1Y | -19.5% | +30.4% | -50.0% | -30.4% |
| 3Y | +61.8% | +60.1% | +1.7% | +23.2% |
| 5Y | +56.2% | +46.8% | +9.4% | +21.6% |
| 10Y | +180.6% | +79.2% | +101.4% | +94.9% |
| All | +2,233.8% | +715.2% | +1,518.6% | +723.9% |
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