+62,786.1%
SU vs GSK
+1,660.2%
+61,125.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +1.6% | -3.6% | +5.2% | +2.9% |
| 30D | +10.7% | -5.9% | +16.7% | +13.1% |
| 3M | +13.5% | -4.3% | +17.8% | +14.8% |
| 6M | +21.8% | -10.8% | +32.6% | +25.8% |
| YTD | +58.8% | +1.8% | +57.1% | +55.3% |
| 1Y | +72.0% | +23.5% | +48.6% | +55.1% |
| 3Y | +121.7% | +49.5% | +72.2% | +80.2% |
| 5Y | +350.4% | +49.7% | +300.7% | +260.7% |
| 10Y | +264.7% | +81.9% | +182.7% | +170.2% |
| All | +62,786.1% | +1,660.2% | +61,125.8% | +16,577.2% |
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