-20.8%
STRL vs GSK
+9.8%
-30.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +23.4% | +0.5% | +23.0% | +23.6% |
| 30D | -39.5% | +9.4% | -49.0% | -36.4% |
| 3M | -45.1% | +1.6% | -46.6% | -43.3% |
| 6M | -64.6% | +1.3% | -65.9% | -63.7% |
| YTD | -1.5% | +6.0% | -7.5% | +6.0% |
| 1Y | -20.8% | +9.1% | -29.9% | -15.5% |
| All | -20.8% | +9.8% | -30.6% | -15.5% |
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