+9.0%
GSK vs SIMO
+96.7%
-87.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -0.6% |
| 7D | -1.1% | +0.9% | -2.0% | -0.9% |
| 30D | +7.8% | -25.4% | +33.2% | +6.2% |
| 3M | +0.3% | -17.8% | +18.1% | -0.4% |
| 6M | +3.4% | -29.6% | +33.0% | +2.4% |
| YTD | +5.9% | +100.3% | -94.4% | +3.4% |
| All | +9.0% | +96.7% | -87.7% | +6.4% |
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