+340.6%
STRL vs GSK
+65.8%
+274.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -2.9% |
| 7D | +15.7% | +1.1% | +14.5% | +16.0% |
| 30D | -35.5% | +6.3% | -41.8% | -33.9% |
| 3M | -47.1% | +1.8% | -49.0% | -46.1% |
| 6M | -65.8% | +1.7% | -67.4% | -65.1% |
| YTD | -4.5% | +6.5% | -11.1% | -0.7% |
| 1Y | -10.5% | +9.5% | -20.0% | -6.4% |
| 3Y | +340.6% | +65.3% | +275.3% | +403.8% |
| All | +340.6% | +65.8% | +274.8% | +403.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling