+319.5%
SN vs GSK
+59.4%
+260.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.8% |
| 7D | -9.3% | -1.8% | -7.5% | -9.2% |
| 30D | -4.8% | -2.2% | -2.6% | -4.6% |
| 3M | +40.4% | -1.8% | +42.2% | +40.6% |
| 6M | +50.9% | -10.6% | +61.6% | +52.4% |
| YTD | +54.9% | +4.4% | +50.5% | +54.7% |
| 1Y | +43.0% | +30.4% | +12.6% | +40.3% |
| 3Y | +391.8% | +60.1% | +331.8% | +320.9% |
| All | +319.5% | +59.4% | +260.1% | +261.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling