+9,509.3%
STX vs GSK
+319.4%
+9,189.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.4% | +7.4% | +8.8% |
| 7D | -14.8% | +4.9% | -19.7% | -16.5% |
| 30D | -35.4% | +10.8% | -46.2% | -38.5% |
| 3M | -37.7% | -1.8% | -35.9% | -38.0% |
| 6M | -35.2% | +4.1% | -39.3% | -38.2% |
| YTD | +84.4% | +7.9% | +76.5% | +71.4% |
| 1Y | +82.3% | +14.4% | +67.8% | +64.5% |
| 3Y | +646.2% | +68.1% | +578.1% | +435.6% |
| 5Y | +487.4% | +47.7% | +439.7% | +339.4% |
| 10Y | +2,071.0% | +100.5% | +1,970.6% | +1,239.2% |
| All | +9,509.3% | +319.4% | +9,189.9% | +4,059.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling