-77.8%
SE vs GSK
+43.7%
-121.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.0% | +1.7% | +0.4% | +1.6% |
| 30D | -20.0% | +7.0% | -27.0% | -21.6% |
| 3M | -31.8% | -2.7% | -29.1% | -31.5% |
| 6M | -15.9% | +1.4% | -17.3% | -16.8% |
| YTD | -40.6% | +5.3% | -46.0% | -42.2% |
| 1Y | -50.7% | +10.6% | -61.3% | -52.8% |
| 3Y | +70.3% | +62.6% | +7.7% | +33.1% |
| All | -77.8% | +43.7% | -121.5% | -81.1% |
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 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