+7.3%
SBUX vs GSK
+44.4%
-37.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +1.6% | +1.1% | +0.4% | +1.4% |
| 30D | +14.8% | +6.3% | +8.5% | +13.7% |
| 3M | -0.8% | +1.8% | -2.6% | -1.2% |
| 6M | +2.2% | +1.7% | +0.6% | +1.7% |
| YTD | +29.5% | +6.5% | +22.9% | +27.5% |
| 1Y | +27.0% | +9.5% | +17.5% | +24.5% |
| 3Y | +10.9% | +65.3% | -54.4% | -1.2% |
| All | +7.3% | +44.4% | -37.1% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling