+1,808.6%
STM vs GSK
+914.2%
+894.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | -10.7% | +1.7% | -12.4% | -11.7% |
| 30D | -25.7% | +7.0% | -32.8% | -28.8% |
| 3M | -21.6% | -2.7% | -18.9% | -21.5% |
| 6M | -27.8% | +1.4% | -29.2% | -30.2% |
| YTD | +61.8% | +5.3% | +56.4% | +52.3% |
| 1Y | +78.1% | +10.6% | +67.5% | +63.3% |
| 3Y | +4.9% | +62.6% | -57.7% | -25.5% |
| 5Y | -14.3% | +41.7% | -55.9% | -35.7% |
| 10Y | +414.1% | +104.7% | +309.3% | +210.5% |
| All | +1,808.6% | +914.2% | +894.5% | +465.6% |
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