+2.1%
SLB vs GSK
+62.2%
-60.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.5% |
| 7D | +0.8% | -1.8% | +2.7% | +1.1% |
| 30D | +15.8% | -2.2% | +18.0% | +16.1% |
| 3M | -0.3% | -1.8% | +1.5% | -0.2% |
| 6M | +21.3% | -10.6% | +32.0% | +23.3% |
| YTD | +52.3% | +4.4% | +47.9% | +50.6% |
| 1Y | +63.6% | +30.4% | +33.2% | +56.5% |
| All | +2.1% | +62.2% | -60.1% | -4.5% |
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