+113.8%
SYY vs GSK
+80.1%
+33.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +3.9% | -3.5% | +7.5% | +5.3% |
| 30D | -1.7% | -3.4% | +1.7% | -0.5% |
| 3M | +5.2% | -8.1% | +13.3% | +8.3% |
| 6M | -0.2% | -11.1% | +10.9% | +3.8% |
| YTD | +15.4% | +0.7% | +14.6% | +13.8% |
| 1Y | +5.6% | +20.1% | -14.6% | -3.5% |
| 3Y | +28.9% | +46.1% | -17.2% | +5.2% |
| 5Y | +24.1% | +48.2% | -24.2% | -2.1% |
| All | +113.8% | +80.1% | +33.8% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling