+2,435.9%
SAP vs GSK
+737.1%
+1,698.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +1.5% | +5.2% | -3.7% | -0.8% |
| 30D | +8.8% | +10.2% | -1.3% | +4.1% |
| 3M | +12.1% | -0.9% | +13.0% | +12.2% |
| 6M | +34.6% | +3.5% | +31.1% | +31.7% |
| YTD | -2.1% | +7.2% | -9.3% | -6.8% |
| 1Y | -5.5% | +12.0% | -17.5% | -11.9% |
| 3Y | +67.4% | +67.3% | +0.1% | +25.2% |
| 5Y | +74.6% | +45.3% | +29.3% | +36.7% |
| 10Y | +224.0% | +101.8% | +122.3% | +112.5% |
| All | +2,435.9% | +737.1% | +1,698.8% | +783.3% |
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 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