+76.8%
GSK vs SIMO
+515.6%
-438.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.2% | -8.9% | -2.9% |
| 7D | -4.2% | +14.6% | -18.8% | -4.7% |
| 30D | -7.5% | +6.2% | -13.7% | -7.8% |
| 3M | -3.3% | +3.6% | -6.8% | -4.0% |
| 6M | -9.3% | +130.8% | -140.1% | -14.9% |
| YTD | +1.6% | +195.8% | -194.2% | -6.6% |
| 1Y | +25.5% | +225.0% | -199.5% | +14.3% |
| 3Y | +49.3% | +452.3% | -403.0% | +28.7% |
| 5Y | +46.7% | +303.6% | -256.9% | +27.3% |
| 10Y | +76.8% | +528.8% | -452.0% | +41.9% |
| All | +76.8% | +515.6% | -438.8% | +41.9% |
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