+404.4%
SNXX vs GSK
-2.2%
+406.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.0% | -6.9% | -9.5% |
| 7D | +16.8% | -5.4% | +22.2% | +7.9% |
| 30D | +65.3% | -4.6% | +69.9% | +56.0% |
| 3M | -34.8% | -5.1% | -29.7% | -36.0% |
| 6M | +255.1% | -11.4% | +266.6% | +257.2% |
| All | +404.4% | -2.2% | +406.5% | +660.6% |
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