+422.5%
STM vs GSK
+101.6%
+321.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +5.8% |
| 7D | -5.6% | +4.9% | -10.5% | -7.4% |
| 30D | -14.4% | +10.8% | -25.3% | -18.4% |
| 3M | -20.5% | -1.8% | -18.7% | -20.5% |
| 6M | -24.5% | +4.1% | -28.6% | -27.2% |
| YTD | +72.7% | +7.9% | +64.8% | +62.6% |
| 1Y | +91.0% | +14.4% | +76.6% | +74.9% |
| 3Y | +13.5% | +68.1% | -54.6% | -18.7% |
| 5Y | -9.2% | +47.7% | -56.9% | -31.5% |
| 10Y | +422.5% | +100.5% | +322.1% | +255.5% |
| All | +422.5% | +101.6% | +321.0% | +255.5% |
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