+130.3%
SHOP vs GSK
+57.7%
+72.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.7% |
| 7D | -5.1% | -1.8% | -3.3% | -5.2% |
| 30D | +0.6% | -2.2% | +2.8% | +0.5% |
| 3M | +25.0% | -1.8% | +26.8% | +25.0% |
| 6M | +11.9% | -10.6% | +22.5% | +11.0% |
| YTD | -9.9% | +4.4% | -14.3% | -9.8% |
| 1Y | 0.0% | +30.4% | -30.5% | +0.6% |
| All | +130.3% | +57.7% | +72.6% | +136.7% |
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 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