+68.5%
STRL vs GSK
+31.2%
+37.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.9% | +7.7% | +5.3% |
| 7D | +3.4% | -1.8% | +5.2% | +3.0% |
| 30D | -9.2% | -2.2% | -7.1% | -9.5% |
| 3M | -51.0% | -1.8% | -49.2% | -51.1% |
| 6M | +15.8% | -10.6% | +26.4% | +15.6% |
| YTD | +58.9% | +4.4% | +54.4% | +64.4% |
| 1Y | +68.5% | +30.4% | +38.1% | +78.6% |
| All | +68.5% | +31.2% | +37.3% | +78.6% |
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 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