+162.0%
SO vs GSK
+80.2%
+81.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | 0.0% | -3.6% | +3.6% | +1.3% |
| 30D | -2.5% | -5.9% | +3.4% | -0.5% |
| 3M | -4.2% | -4.3% | +0.1% | -3.0% |
| 6M | -7.7% | -10.8% | +3.1% | -4.4% |
| YTD | +3.8% | +1.8% | +2.0% | +2.1% |
| 1Y | +0.1% | +23.5% | -23.4% | -8.9% |
| 3Y | +44.2% | +49.5% | -5.3% | +18.6% |
| 5Y | +57.9% | +49.7% | +8.2% | +25.9% |
| 10Y | +162.0% | +81.9% | +80.0% | +92.1% |
| All | +162.0% | +80.2% | +81.8% | +92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling