+1,967.8%
STX vs GSK
+102.9%
+1,864.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -17.3% | +5.2% | -22.5% | -18.4% |
| 30D | -35.9% | +10.2% | -46.1% | -37.9% |
| 3M | -37.3% | -0.9% | -36.4% | -37.6% |
| 6M | -35.8% | +3.5% | -39.3% | -37.7% |
| YTD | +82.7% | +7.2% | +75.5% | +73.7% |
| 1Y | +71.6% | +12.0% | +59.6% | +60.3% |
| 3Y | +635.3% | +67.3% | +567.9% | +465.7% |
| 5Y | +483.8% | +45.3% | +438.5% | +371.1% |
| 10Y | +1,967.8% | +101.8% | +1,866.0% | +1,286.8% |
| All | +1,967.8% | +102.9% | +1,864.8% | +1,286.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling