+487.4%
STX vs GSK
+47.2%
+440.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.4% | +7.4% | +9.6% |
| 7D | -14.8% | +4.9% | -19.7% | -15.0% |
| 30D | -35.4% | +10.8% | -46.2% | -35.9% |
| 3M | -37.7% | -1.8% | -35.9% | -37.5% |
| 6M | -35.2% | +4.1% | -39.3% | -36.0% |
| YTD | +84.4% | +7.9% | +76.5% | +80.1% |
| 1Y | +82.3% | +14.4% | +67.8% | +75.7% |
| 3Y | +646.2% | +68.1% | +578.1% | +552.4% |
| 5Y | +487.4% | +47.7% | +439.7% | +414.9% |
| All | +487.4% | +47.2% | +440.2% | +414.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling