+13.1%
GSK vs SIMO
+94.5%
-81.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -9.6% | +14.6% | +4.3% |
| 7D | +4.9% | -16.9% | +21.8% | +3.7% |
| 30D | +9.9% | -35.4% | +45.3% | +7.2% |
| 3M | +0.2% | -31.9% | +32.0% | -1.6% |
| 6M | +2.3% | -19.3% | +21.6% | +1.9% |
| YTD | +7.1% | +98.5% | -91.4% | +5.4% |
| 1Y | +13.1% | +100.5% | -87.4% | +11.4% |
| All | +13.1% | +94.5% | -81.3% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling