+59.8%
SO vs GSK
+48.0%
+11.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | -0.2% | -1.8% | +1.7% | +0.2% |
| 30D | -4.6% | -2.2% | -2.4% | -4.2% |
| 3M | -3.0% | -1.8% | -1.2% | -2.8% |
| 6M | -8.3% | -10.6% | +2.4% | -6.4% |
| YTD | +3.5% | +4.4% | -0.9% | +2.1% |
| 1Y | -0.9% | +30.4% | -31.3% | -7.2% |
| 3Y | +45.4% | +60.1% | -14.7% | +28.0% |
| All | +59.8% | +48.0% | +11.8% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling