+62.6%
GSK vs SIMO
+214.6%
-152.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.3% | 0.0% |
| 7D | +1.7% | -22.0% | +23.7% | +0.8% |
| 30D | +7.0% | -43.0% | +50.1% | +5.5% |
| 3M | -2.7% | -39.1% | +36.5% | -3.8% |
| 6M | +1.4% | -33.3% | +34.7% | +0.3% |
| YTD | +5.3% | +77.0% | -71.6% | +1.0% |
| 1Y | +10.6% | +73.0% | -62.4% | +6.1% |
| 3Y | +62.6% | +215.7% | -153.1% | +45.8% |
| All | +62.6% | +214.6% | -152.0% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling