+104.0%
GSK vs SIMO
+435.8%
-331.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -1.4% |
| 7D | -1.1% | +0.9% | -2.0% | -1.1% |
| 30D | +7.8% | -25.4% | +33.2% | +8.5% |
| 3M | +0.3% | -17.8% | +18.1% | +0.2% |
| 6M | +3.4% | -29.6% | +33.0% | +3.3% |
| YTD | +5.9% | +100.3% | -94.4% | -1.9% |
| 1Y | +8.2% | +100.4% | -92.1% | +0.2% |
| 3Y | +65.3% | +246.1% | -180.8% | +44.4% |
| 5Y | +43.3% | +189.8% | -146.5% | +24.6% |
| All | +104.0% | +435.8% | -331.8% | +59.5% |
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