+363.5%
SE vs GSK
+89.1%
+274.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -0.5% | +1.1% | -1.6% | -1.0% |
| 30D | -20.9% | +6.3% | -27.3% | -23.2% |
| 3M | -38.9% | +1.8% | -40.7% | -39.6% |
| 6M | -19.4% | +1.7% | -21.1% | -20.9% |
| YTD | -40.9% | +6.5% | -47.5% | -43.7% |
| 1Y | -46.2% | +9.5% | -55.7% | -49.5% |
| 3Y | +63.7% | +65.3% | -1.6% | +15.6% |
| 5Y | -77.9% | +43.7% | -121.7% | -82.9% |
| All | +363.5% | +89.1% | +274.4% | +214.7% |
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