+1,972.8%
STX vs GSK
+105.0%
+1,867.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | +14.6% | +1.1% | +13.5% | +14.3% |
| 30D | -26.0% | +6.3% | -32.3% | -27.4% |
| 3M | -42.6% | +1.8% | -44.4% | -43.4% |
| 6M | -35.3% | +1.7% | -36.9% | -36.8% |
| YTD | +92.5% | +6.5% | +85.9% | +83.2% |
| 1Y | +102.4% | +9.5% | +92.9% | +90.5% |
| 3Y | +673.8% | +65.3% | +608.5% | +496.9% |
| 5Y | +463.1% | +43.7% | +419.3% | +355.5% |
| All | +1,972.8% | +105.0% | +1,867.9% | +1,264.7% |
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