+1,537.1%
SOXX vs GSK
+80.1%
+1,457.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | +1.4% | -3.5% | +4.9% | +2.5% |
| 30D | -3.6% | -3.4% | -0.1% | -2.7% |
| 3M | -10.2% | -8.1% | -2.0% | -8.4% |
| 6M | +54.2% | -11.1% | +65.4% | +58.7% |
| YTD | +75.2% | +0.7% | +74.5% | +71.5% |
| 1Y | +107.5% | +20.1% | +87.4% | +89.1% |
| 3Y | +226.8% | +46.1% | +180.6% | +166.0% |
| 5Y | +251.2% | +48.2% | +203.0% | +175.1% |
| All | +1,537.1% | +80.1% | +1,457.0% | +1,083.0% |
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