+86.7%
SYY vs GSK
+105.0%
-18.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +0.3% | +1.1% | -0.8% | -0.1% |
| 30D | -4.8% | +6.3% | -11.1% | -6.9% |
| 3M | -7.1% | +1.8% | -8.9% | -7.9% |
| 6M | +6.8% | +1.7% | +5.1% | +5.7% |
| YTD | +7.7% | +6.5% | +1.1% | +3.9% |
| 1Y | +5.7% | +9.5% | -3.8% | +0.8% |
| 3Y | +24.6% | +65.3% | -40.8% | -3.6% |
| 5Y | +15.6% | +43.7% | -28.1% | -6.2% |
| All | +86.7% | +105.0% | -18.3% | +29.6% |
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