+0.1%
SO vs GSK
+24.6%
-24.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | 0.0% | -3.6% | +3.6% | +0.6% |
| 30D | -2.5% | -5.9% | +3.4% | -1.6% |
| 3M | -4.2% | -4.3% | +0.1% | -3.6% |
| 6M | -7.7% | -10.8% | +3.1% | -6.6% |
| YTD | +3.8% | +1.8% | +2.0% | +3.6% |
| 1Y | +0.1% | +23.5% | -23.4% | -1.4% |
| All | +0.1% | +24.6% | -24.5% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling