+48.3%
SRE vs GSK
+47.2%
+1.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.0% |
| 7D | -0.7% | -5.4% | +4.7% | +0.3% |
| 30D | -1.7% | -4.6% | +2.9% | -1.0% |
| 3M | -7.1% | -5.1% | -2.0% | -6.4% |
| 6M | -8.4% | -11.4% | +3.1% | -6.6% |
| YTD | -3.5% | +0.7% | -4.2% | -4.3% |
| 1Y | +5.4% | +23.0% | -17.6% | +0.2% |
| 3Y | +29.5% | +48.0% | -18.4% | +15.7% |
| 5Y | +48.3% | +48.2% | +0.1% | +26.2% |
| All | +48.3% | +47.2% | +1.1% | +26.2% |
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