+447.8%
SN vs GSK
+62.7%
+385.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.8% |
| 7D | +1.5% | +1.1% | +0.4% | +1.4% |
| 30D | +21.5% | +6.3% | +15.2% | +20.6% |
| 3M | +20.0% | +1.8% | +18.2% | +19.6% |
| 6M | +119.9% | +1.7% | +118.3% | +119.0% |
| YTD | +102.3% | +6.5% | +95.8% | +101.4% |
| 1Y | +148.0% | +9.5% | +138.5% | +146.3% |
| 3Y | +450.0% | +65.3% | +384.7% | +368.3% |
| All | +447.8% | +62.7% | +385.1% | +370.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling