+455.3%
SN vs GSK
+64.7%
+390.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.6% |
| 7D | +7.6% | +4.9% | +2.7% | +7.0% |
| 30D | +24.1% | +10.8% | +13.2% | +22.5% |
| 3M | +23.7% | -1.8% | +25.5% | +23.7% |
| 6M | +105.5% | +4.1% | +101.4% | +104.1% |
| YTD | +105.1% | +7.9% | +97.2% | +103.8% |
| 1Y | +148.3% | +14.4% | +133.8% | +145.7% |
| 3Y | +438.7% | +68.1% | +370.6% | +356.7% |
| All | +455.3% | +64.7% | +390.7% | +375.9% |
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