+44.4%
GSK vs SIMO
+170.3%
-126.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.1% | +0.4% |
| 7D | +1.1% | +4.1% | -3.0% | +1.2% |
| 30D | +6.3% | -24.0% | +30.3% | +6.0% |
| 3M | +1.8% | -31.8% | +33.6% | +1.3% |
| 6M | +1.7% | -36.9% | +38.5% | +1.1% |
| YTD | +6.5% | +84.8% | -78.3% | +2.8% |
| 1Y | +9.5% | +99.0% | -89.5% | +5.3% |
| 3Y | +65.3% | +217.9% | -152.6% | +54.2% |
| All | +44.4% | +170.3% | -126.0% | +32.3% |
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