+52.6%
SN vs GSK
+26.4%
+26.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.3% |
| 7D | +0.1% | -4.2% | +4.3% | +0.6% |
| 30D | -5.6% | -7.5% | +1.9% | -4.7% |
| 3M | +48.1% | -3.3% | +51.3% | +48.4% |
| 6M | +57.6% | -9.3% | +67.0% | +59.6% |
| YTD | +56.5% | +1.6% | +54.9% | +59.5% |
| 1Y | +52.6% | +25.5% | +27.1% | +61.0% |
| All | +52.6% | +26.4% | +26.1% | +61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling