+123.8%
STX vs GSK
+14.9%
+108.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.0% | -13.2% | -5.4% |
| 7D | -20.2% | +4.9% | -25.1% | -17.8% |
| 30D | -37.2% | +9.9% | -47.1% | -33.8% |
| 3M | -34.1% | +0.2% | -34.2% | -32.6% |
| 6M | -24.5% | +2.3% | -26.8% | -22.7% |
| YTD | +102.9% | +7.1% | +95.9% | +105.8% |
| 1Y | +123.8% | +13.1% | +110.7% | +124.5% |
| All | +123.8% | +14.9% | +108.9% | +124.5% |
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