-7.7%
SRE vs GSK
+14.9%
-22.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.0% | -7.9% | -3.4% |
| 7D | -2.1% | +4.9% | -7.0% | -2.6% |
| 30D | +6.1% | +9.9% | -3.8% | +5.0% |
| 3M | -3.5% | +0.2% | -3.7% | -3.6% |
| 6M | -10.8% | +2.3% | -13.1% | -11.2% |
| YTD | -4.0% | +7.1% | -11.0% | -6.7% |
| 1Y | -7.7% | +13.1% | -20.8% | -11.7% |
| All | -7.7% | +14.9% | -22.6% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling