+4,267.1%
SYY vs GSK
+1,705.8%
+2,561.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.7% | -0.7% |
| 7D | -2.3% | -1.8% | -0.5% | -1.8% |
| 30D | -4.9% | -2.2% | -2.8% | -4.4% |
| 3M | +8.4% | -1.8% | +10.2% | +8.8% |
| 6M | -7.4% | -10.6% | +3.3% | -4.6% |
| YTD | +11.0% | +4.4% | +6.6% | +8.9% |
| 1Y | -0.2% | +30.4% | -30.6% | -8.7% |
| 3Y | +23.8% | +60.1% | -36.3% | +4.9% |
| 5Y | +18.1% | +46.8% | -28.7% | +1.7% |
| 10Y | +94.6% | +79.2% | +15.4% | +57.7% |
| All | +4,267.1% | +1,705.8% | +2,561.3% | +1,584.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling