-50.5%
SE vs GSK
+13.5%
-63.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | 0.0% | +5.2% | -5.2% | -0.5% |
| 30D | -19.4% | +10.2% | -29.5% | -20.4% |
| 3M | -33.1% | -0.9% | -32.2% | -33.1% |
| 6M | -11.4% | +3.5% | -14.9% | -12.6% |
| YTD | -39.8% | +7.2% | -47.0% | -38.9% |
| 1Y | -50.5% | +12.0% | -62.5% | -49.1% |
| All | -50.5% | +13.5% | -63.9% | -49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling