+8,680.0%
SHOP vs GSK
+94.4%
+8,585.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.3% |
| 7D | -2.5% | -1.1% | -1.4% | -2.0% |
| 30D | -16.7% | +7.8% | -24.6% | -19.3% |
| 3M | -2.2% | +0.3% | -2.5% | -2.5% |
| 6M | +45.6% | +3.4% | +42.1% | +42.5% |
| YTD | -7.3% | +5.9% | -13.2% | -11.5% |
| 1Y | -6.1% | +8.2% | -14.3% | -11.2% |
| 3Y | +143.3% | +65.3% | +78.1% | +74.8% |
| 5Y | +0.2% | +43.3% | -43.2% | -23.6% |
| 10Y | +3,663.5% | +102.9% | +3,560.6% | +2,061.7% |
| All | +8,680.0% | +94.4% | +8,585.6% | +5,443.0% |
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