+113.5%
SN vs GSK
+3.6%
+109.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.3% |
| 7D | +7.6% | +4.9% | +2.7% | +6.4% |
| 30D | +24.1% | +10.8% | +13.2% | +21.5% |
| 3M | +23.7% | -1.8% | +25.5% | +23.2% |
| All | +113.5% | +3.6% | +109.9% | +109.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling