+100.5%
GSK vs SIMO
+436.4%
-335.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.7% | -3.3% | +2.3% |
| 7D | +4.9% | -8.2% | +13.1% | +5.0% |
| 30D | +10.8% | -34.6% | +45.5% | +11.9% |
| 3M | -1.8% | -32.6% | +30.8% | -1.2% |
| 6M | +4.1% | -31.8% | +35.9% | +4.0% |
| YTD | +7.9% | +87.6% | -79.7% | +0.1% |
| 1Y | +14.4% | +86.7% | -72.2% | +6.2% |
| 3Y | +68.1% | +227.4% | -159.3% | +47.1% |
| 5Y | +47.7% | +173.0% | -125.3% | +28.6% |
| 10Y | +100.5% | +409.6% | -309.1% | +57.3% |
| All | +100.5% | +436.4% | -335.9% | +57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling