+6,358.4%
SO vs GSK
+1,754.3%
+4,604.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -0.1% | +5.2% | -5.3% | -1.2% |
| 30D | +8.7% | +10.2% | -1.5% | +6.4% |
| 3M | +3.4% | -0.9% | +4.3% | +3.4% |
| 6M | +3.7% | +3.5% | +0.2% | +2.7% |
| YTD | +10.0% | +7.2% | +2.8% | +7.8% |
| 1Y | +6.6% | +12.0% | -5.4% | +3.5% |
| 3Y | +52.5% | +67.3% | -14.8% | +34.5% |
| 5Y | +76.1% | +45.3% | +30.8% | +58.6% |
| 10Y | +194.9% | +101.8% | +93.1% | +148.2% |
| All | +6,358.4% | +1,754.3% | +4,604.1% | +3,360.2% |
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