+247.9%
SOXX vs GSK
+47.2%
+200.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | +1.4% | -3.5% | +4.9% | +1.8% |
| 30D | -3.6% | -3.4% | -0.1% | -3.3% |
| 3M | -10.2% | -8.1% | -2.0% | -9.5% |
| 6M | +54.2% | -11.1% | +65.4% | +56.2% |
| YTD | +75.2% | +0.7% | +74.5% | +73.5% |
| 1Y | +107.5% | +20.1% | +87.4% | +98.5% |
| 3Y | +226.8% | +46.1% | +180.6% | +196.4% |
| All | +247.9% | +47.2% | +200.7% | +203.6% |
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 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