+8,844.7%
SHOP vs GSK
+98.0%
+8,746.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.2% |
| 7D | -2.7% | +4.9% | -7.6% | -4.4% |
| 30D | -11.0% | +10.8% | -21.8% | -14.6% |
| 3M | +0.3% | -1.8% | +2.1% | +0.8% |
| 6M | +37.7% | +4.1% | +33.6% | +34.6% |
| YTD | -5.5% | +7.9% | -13.4% | -10.4% |
| 1Y | -0.2% | +14.4% | -14.7% | -7.9% |
| 3Y | +151.9% | +68.1% | +83.8% | +79.8% |
| 5Y | -2.2% | +47.7% | -49.9% | -26.6% |
| 10Y | +3,647.2% | +100.5% | +3,546.7% | +2,090.0% |
| All | +8,844.7% | +98.0% | +8,746.7% | +5,506.3% |
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