+365.7%
SE vs GSK
+87.0%
+278.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.0% | +1.7% | +0.4% | +1.3% |
| 30D | -20.0% | +7.0% | -27.0% | -22.6% |
| 3M | -31.8% | -2.7% | -29.1% | -31.3% |
| 6M | -15.9% | +1.4% | -17.3% | -17.3% |
| YTD | -40.6% | +5.3% | -46.0% | -43.2% |
| 1Y | -50.7% | +10.6% | -61.3% | -54.0% |
| 3Y | +70.3% | +62.6% | +7.7% | +21.3% |
| 5Y | -78.8% | +41.7% | -120.5% | -83.5% |
| All | +365.7% | +87.0% | +278.8% | +217.7% |
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 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