+2,038.9%
STX vs GSK
+103.9%
+1,935.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +16.8% | +0.5% | +16.4% | +16.7% |
| 30D | -27.0% | +9.4% | -36.5% | -29.1% |
| 3M | -37.9% | +1.6% | -39.5% | -38.6% |
| 6M | -32.5% | +1.3% | -33.8% | -34.1% |
| YTD | +98.6% | +6.0% | +92.6% | +89.3% |
| 1Y | +93.6% | +9.1% | +84.5% | +82.4% |
| 3Y | +699.1% | +65.4% | +633.7% | +515.6% |
| 5Y | +481.0% | +43.0% | +438.0% | +370.7% |
| All | +2,038.9% | +103.9% | +1,935.1% | +1,310.3% |
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