+151.9%
SHOP vs GSK
+65.2%
+86.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +2.2% |
| 7D | -2.7% | +4.9% | -7.6% | -2.6% |
| 30D | -11.0% | +10.8% | -21.8% | -10.7% |
| 3M | +0.3% | -1.8% | +2.1% | 0.0% |
| 6M | +37.7% | +4.1% | +33.6% | +38.0% |
| YTD | -5.5% | +7.9% | -13.4% | -5.4% |
| 1Y | -0.2% | +14.4% | -14.7% | +0.1% |
| 3Y | +151.9% | +68.1% | +83.8% | +174.9% |
| All | +151.9% | +65.2% | +86.7% | +174.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling