+19,359.6%
STRL vs GSK
+965.2%
+18,394.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.9% | +7.7% | +6.2% |
| 7D | +3.4% | -1.8% | +5.2% | +3.8% |
| 30D | -9.2% | -2.2% | -7.1% | -9.0% |
| 3M | -51.0% | -1.8% | -49.2% | -51.2% |
| 6M | +15.8% | -10.6% | +26.4% | +17.9% |
| YTD | +58.9% | +4.4% | +54.4% | +55.8% |
| 1Y | +68.5% | +30.4% | +38.1% | +56.7% |
| 3Y | +485.2% | +60.1% | +425.1% | +406.8% |
| 5Y | +2,005.1% | +46.8% | +1,958.3% | +1,745.5% |
| 10Y | +7,118.0% | +79.2% | +7,038.7% | +5,928.9% |
| All | +19,359.6% | +965.2% | +18,394.4% | +12,118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling