+3,815.6%
STRL vs GSK
+103.7%
+3,711.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.2% | +5.1% |
| 7D | +7.1% | -1.1% | +8.2% | +7.4% |
| 30D | -39.4% | +7.8% | -47.2% | -40.5% |
| 3M | -43.0% | +0.3% | -43.3% | -43.3% |
| 6M | -65.0% | +3.4% | -68.4% | -65.7% |
| YTD | -0.8% | +5.9% | -6.7% | -3.7% |
| 1Y | -20.3% | +8.2% | -28.5% | -23.1% |
| 3Y | +356.5% | +65.3% | +291.2% | +265.0% |
| 5Y | +952.8% | +43.3% | +909.5% | +777.0% |
| All | +3,815.6% | +103.7% | +3,711.9% | +2,816.0% |
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