+26.3%
SYY vs GSK
+48.7%
-22.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -0.2% | -3.6% | +3.4% | +0.5% |
| 30D | -2.7% | -5.9% | +3.2% | -1.6% |
| 3M | +5.9% | -4.3% | +10.1% | +6.7% |
| 6M | -2.3% | -10.8% | +8.5% | -0.3% |
| YTD | +13.1% | +1.8% | +11.3% | +12.3% |
| 1Y | +3.8% | +23.5% | -19.7% | -1.4% |
| All | +26.3% | +48.7% | -22.4% | +11.4% |
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