+568.6%
SE vs GSK
+80.7%
+487.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -3.6% | -3.6% | 0.0% | -2.1% |
| 30D | -5.3% | -5.9% | +0.6% | -2.8% |
| 3M | +28.1% | -4.3% | +32.3% | +29.8% |
| 6M | +20.7% | -10.8% | +31.5% | +26.3% |
| YTD | -14.8% | +1.8% | -16.6% | -16.8% |
| 1Y | -43.6% | +23.5% | -67.1% | -50.4% |
| 3Y | +184.2% | +49.5% | +134.7% | +113.1% |
| 5Y | -66.3% | +49.7% | -116.0% | -74.8% |
| All | +568.6% | +80.7% | +487.9% | +364.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling