+130.8%
SLB vs GSK
+48.0%
+82.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.6% |
| 7D | +0.8% | -1.8% | +2.7% | +1.2% |
| 30D | +15.8% | -2.2% | +18.0% | +16.2% |
| 3M | -0.3% | -1.8% | +1.5% | -0.2% |
| 6M | +21.3% | -10.6% | +32.0% | +23.9% |
| YTD | +52.3% | +4.4% | +47.9% | +50.1% |
| 1Y | +63.6% | +30.4% | +33.2% | +53.6% |
| 3Y | +3.8% | +60.1% | -56.3% | -8.9% |
| All | +130.8% | +48.0% | +82.7% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling