+49.2%
GSK vs SIMO
+269.6%
-220.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.7% | -10.6% | -1.9% |
| 7D | -1.8% | +4.2% | -6.1% | -1.8% |
| 30D | -2.2% | +4.1% | -6.3% | -2.1% |
| 3M | -1.8% | -12.9% | +11.1% | -1.8% |
| 6M | -10.6% | +110.3% | -121.0% | -12.1% |
| YTD | +4.4% | +178.6% | -174.2% | +1.5% |
| 1Y | +30.4% | +220.0% | -189.6% | +25.9% |
| 3Y | +60.1% | +409.0% | -349.0% | +50.5% |
| All | +49.2% | +269.6% | -220.4% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling