+96.5%
STM vs GSK
+14.9%
+81.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.0% | -11.1% | -5.4% |
| 7D | -6.0% | +4.9% | -11.0% | -5.4% |
| 30D | -20.9% | +9.9% | -30.8% | -20.3% |
| 3M | -15.8% | +0.2% | -15.9% | -14.8% |
| 6M | -17.0% | +2.3% | -19.4% | -17.0% |
| YTD | +76.8% | +7.1% | +69.7% | +64.8% |
| 1Y | +96.5% | +13.1% | +83.4% | +75.1% |
| All | +96.5% | +14.9% | +81.6% | +75.1% |
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 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