+657.6%
STM vs GSK
+76.8%
+580.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.6% |
| 7D | +5.2% | -4.2% | +9.4% | +7.1% |
| 30D | -7.4% | -7.5% | +0.2% | -4.4% |
| 3M | -30.6% | -3.3% | -27.4% | -30.4% |
| 6M | +66.4% | -9.3% | +75.7% | +71.5% |
| YTD | +101.1% | +1.6% | +99.5% | +95.5% |
| 1Y | +97.4% | +25.5% | +71.9% | +71.2% |
| 3Y | +21.1% | +49.3% | -28.1% | -7.5% |
| 5Y | +22.5% | +46.7% | -24.2% | -8.1% |
| 10Y | +657.6% | +76.8% | +580.8% | +445.0% |
| All | +657.6% | +76.8% | +580.8% | +445.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling