+2,285.7%
STM vs GSK
+905.3%
+1,380.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.9% |
| 7D | +5.8% | -1.8% | +7.6% | +6.8% |
| 30D | -1.0% | -2.2% | +1.2% | -0.2% |
| 3M | -33.3% | -1.8% | -31.4% | -33.5% |
| 6M | +57.4% | -10.6% | +68.0% | +64.4% |
| YTD | +102.2% | +4.4% | +97.8% | +93.2% |
| 1Y | +99.6% | +30.4% | +69.2% | +67.1% |
| 3Y | +14.5% | +60.1% | -45.6% | -17.4% |
| 5Y | +21.4% | +46.8% | -25.4% | -10.0% |
| 10Y | +695.0% | +79.2% | +615.7% | +422.5% |
| All | +2,285.7% | +905.3% | +1,380.4% | +617.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling