+19.4%
SYY vs GSK
+47.3%
-27.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -0.2% | -3.6% | +3.4% | +0.6% |
| 30D | -2.7% | -5.9% | +3.2% | -1.4% |
| 3M | +5.9% | -4.3% | +10.1% | +6.8% |
| 6M | -2.3% | -10.8% | +8.5% | +0.1% |
| YTD | +13.1% | +1.8% | +11.3% | +12.0% |
| 1Y | +3.8% | +23.5% | -19.7% | -2.5% |
| 3Y | +26.7% | +49.5% | -22.8% | +10.9% |
| 5Y | +19.4% | +49.7% | -30.2% | +3.0% |
| All | +19.4% | +47.3% | -27.9% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling