+6,268.1%
SO vs GSK
+1,721.8%
+4,546.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -1.5% | +1.7% | -3.1% | -1.8% |
| 30D | +8.1% | +7.0% | +1.0% | +6.5% |
| 3M | +0.2% | -2.7% | +2.9% | +0.6% |
| 6M | +0.4% | +1.4% | -1.0% | -0.2% |
| YTD | +8.5% | +5.3% | +3.2% | +6.7% |
| 1Y | +4.9% | +10.6% | -5.7% | +2.1% |
| 3Y | +47.9% | +62.6% | -14.7% | +31.2% |
| 5Y | +75.7% | +41.7% | +34.0% | +59.0% |
| 10Y | +178.0% | +104.7% | +73.3% | +133.5% |
| All | +6,268.1% | +1,721.8% | +4,546.3% | +3,324.6% |
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