+2,022.6%
STRL vs GSK
+48.0%
+1,974.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.9% | +7.7% | +5.7% |
| 7D | +3.4% | -1.8% | +5.2% | +3.4% |
| 30D | -9.2% | -2.2% | -7.1% | -9.3% |
| 3M | -51.0% | -1.8% | -49.2% | -51.1% |
| 6M | +15.8% | -10.6% | +26.4% | +16.2% |
| YTD | +58.9% | +4.4% | +54.4% | +58.8% |
| 1Y | +68.5% | +30.4% | +38.1% | +66.4% |
| 3Y | +485.2% | +60.1% | +425.1% | +448.9% |
| All | +2,022.6% | +48.0% | +1,974.5% | +1,765.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling