+194.8%
SNXX vs GSK
-11.4%
+206.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | 0.0% | -7.1% | -7.0% |
| 7D | -12.0% | -3.5% | -8.5% | -17.3% |
| 30D | +37.9% | -3.4% | +41.4% | +31.5% |
| 3M | -52.7% | -8.1% | -44.5% | -53.8% |
| 6M | +194.8% | -11.1% | +205.9% | +214.1% |
| All | +194.8% | -11.4% | +206.2% | +214.1% |
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