+439.5%
SN vs GSK
+60.8%
+378.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.8% | +2.7% |
| 7D | +7.2% | +1.7% | +5.5% | +6.9% |
| 30D | +20.4% | +7.0% | +13.4% | +19.4% |
| 3M | +23.9% | -2.7% | +26.6% | +24.1% |
| 6M | +93.0% | +1.4% | +91.6% | +92.3% |
| YTD | +99.2% | +5.3% | +93.9% | +98.6% |
| 1Y | +142.6% | +10.6% | +132.0% | +141.0% |
| 3Y | +398.8% | +62.6% | +336.2% | +326.6% |
| All | +439.5% | +60.8% | +378.6% | +363.8% |
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