+75.2%
STRL vs GSK
+26.4%
+48.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.7% | +5.9% | +2.5% |
| 7D | +10.1% | -4.2% | +14.3% | +9.0% |
| 30D | -8.2% | -7.5% | -0.7% | -9.6% |
| 3M | -43.7% | -3.3% | -40.4% | -44.2% |
| 6M | +27.1% | -9.3% | +36.4% | +27.1% |
| YTD | +64.0% | +1.6% | +62.4% | +68.5% |
| 1Y | +75.2% | +25.5% | +49.7% | +83.1% |
| All | +75.2% | +26.4% | +48.8% | +83.1% |
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