+240.7%
SNDU vs GSK
-10.2%
+250.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.0% | -6.5% | -9.4% |
| 7D | +16.8% | -5.4% | +22.2% | +6.1% |
| 30D | +64.3% | -4.6% | +68.9% | +53.0% |
| 3M | -36.7% | -5.1% | -31.6% | -38.7% |
| All | +240.7% | -10.2% | +250.9% | +250.9% |
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 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