+2,550.6%
SOXX vs GSK
+174.7%
+2,375.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | +1.4% | -3.5% | +4.9% | +3.1% |
| 30D | -3.6% | -3.4% | -0.1% | -2.3% |
| 3M | -10.2% | -8.1% | -2.0% | -7.6% |
| 6M | +54.2% | -11.1% | +65.4% | +60.5% |
| YTD | +75.2% | +0.7% | +74.5% | +70.2% |
| 1Y | +107.5% | +20.1% | +87.4% | +83.2% |
| 3Y | +226.8% | +46.1% | +180.6% | +150.3% |
| 5Y | +251.2% | +48.2% | +203.0% | +158.6% |
| 10Y | +1,567.6% | +80.1% | +1,487.6% | +976.1% |
| All | +2,550.6% | +174.7% | +2,375.9% | +1,080.1% |
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