-67.0%
SE vs GSK
+46.9%
-113.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.9% |
| 7D | +0.6% | -4.2% | +4.8% | +1.9% |
| 30D | -0.1% | -7.5% | +7.4% | +2.1% |
| 3M | +34.1% | -3.3% | +37.4% | +34.9% |
| 6M | +23.2% | -9.3% | +32.5% | +26.3% |
| YTD | -11.2% | +1.6% | -12.8% | -12.5% |
| 1Y | -40.5% | +25.5% | -66.0% | -45.8% |
| 3Y | +196.3% | +49.3% | +147.0% | +139.1% |
| 5Y | -67.0% | +46.7% | -113.7% | -73.7% |
| All | -67.0% | +46.9% | -113.9% | -73.7% |
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 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