+818.8%
SLB vs GSK
+1,721.8%
-903.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | -7.1% | +1.7% | -8.8% | -7.6% |
| 30D | +4.1% | +7.0% | -3.0% | +1.7% |
| 3M | -2.6% | -2.7% | 0.0% | -2.3% |
| 6M | -8.6% | +1.4% | -10.0% | -9.6% |
| YTD | +32.2% | +5.3% | +26.9% | +28.6% |
| 1Y | +40.7% | +10.6% | +30.0% | +34.6% |
| 3Y | -4.5% | +62.6% | -67.1% | -21.0% |
| 5Y | +66.4% | +41.7% | +24.7% | +42.1% |
| 10Y | -15.1% | +104.7% | -119.8% | -35.7% |
| All | +818.8% | +1,721.8% | -903.0% | +355.5% |
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 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