+89.4%
STM vs GSK
+14.2%
+75.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +6.9% |
| 7D | -5.6% | +4.9% | -10.5% | -5.0% |
| 30D | -14.4% | +10.8% | -25.3% | -13.8% |
| 3M | -20.5% | -1.8% | -18.7% | -19.3% |
| 6M | -24.5% | +4.1% | -28.6% | -24.8% |
| YTD | +72.7% | +7.9% | +64.8% | +60.2% |
| All | +89.4% | +14.2% | +75.3% | +69.8% |
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