+125.0%
SU vs GSK
+47.2%
+77.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +2.2% | -3.5% | +5.8% | +2.3% |
| 30D | +8.4% | -3.4% | +11.9% | +8.5% |
| 3M | +12.1% | -8.1% | +20.2% | +12.3% |
| 6M | +19.7% | -11.1% | +30.8% | +19.9% |
| YTD | +58.4% | +0.7% | +57.7% | +57.1% |
| 1Y | +67.2% | +20.1% | +47.1% | +63.6% |
| 3Y | +125.0% | +46.1% | +78.9% | +115.3% |
| All | +125.0% | +47.2% | +77.8% | +115.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling