-71.5%
STRL vs GSK
+0.3%
-71.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.3% |
| 7D | -26.9% | +1.7% | -28.6% | -24.0% |
| 30D | -52.7% | +7.0% | -59.7% | -47.7% |
| 3M | -52.8% | -2.7% | -50.2% | -51.5% |
| 6M | -71.5% | +1.4% | -72.9% | -70.0% |
| All | -71.5% | +0.3% | -71.8% | -70.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling