+3,781.0%
SHOP vs GSK
+105.0%
+3,676.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -1.2% | +1.1% | -2.4% | -1.6% |
| 30D | -14.7% | +6.3% | -21.1% | -16.6% |
| 3M | -7.2% | +1.8% | -9.0% | -7.9% |
| 6M | +54.2% | +1.7% | +52.5% | +52.4% |
| YTD | -8.6% | +6.5% | -15.2% | -12.4% |
| 1Y | +0.5% | +9.5% | -9.0% | -4.8% |
| 3Y | +135.9% | +65.3% | +70.6% | +75.2% |
| 5Y | -11.9% | +43.7% | -55.6% | -30.9% |
| All | +3,781.0% | +105.0% | +3,676.0% | +2,272.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling