+589.4%
SE vs GSK
+85.3%
+504.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | 0.0% |
| 7D | -6.1% | -1.8% | -4.3% | -5.3% |
| 30D | -2.5% | -2.2% | -0.3% | -1.7% |
| 3M | +21.7% | -1.8% | +23.5% | +22.0% |
| 6M | +27.0% | -10.6% | +37.6% | +32.7% |
| YTD | -12.1% | +4.4% | -16.6% | -15.2% |
| 1Y | -40.9% | +30.4% | -71.3% | -49.5% |
| 3Y | +191.0% | +60.1% | +130.9% | +109.2% |
| 5Y | -68.3% | +46.8% | -115.1% | -75.8% |
| All | +589.4% | +85.3% | +504.0% | +374.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling