-0.2%
SYY vs GSK
+31.2%
-31.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.7% | -0.9% |
| 7D | -2.3% | -1.8% | -0.5% | -2.0% |
| 30D | -4.9% | -2.2% | -2.8% | -4.6% |
| 3M | +8.4% | -1.8% | +10.2% | +8.7% |
| 6M | -7.4% | -10.6% | +3.3% | -6.3% |
| YTD | +11.0% | +4.4% | +6.6% | +11.0% |
| 1Y | -0.2% | +30.4% | -30.6% | -2.1% |
| All | -0.2% | +31.2% | -31.5% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling