+187.9%
GSK vs SIMO
+2,080.4%
-1,892.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.3% | -0.4% |
| 7D | +1.7% | -22.0% | +23.7% | +3.0% |
| 30D | +7.0% | -43.0% | +50.1% | +10.2% |
| 3M | -2.7% | -39.1% | +36.5% | -0.6% |
| 6M | +1.4% | -33.3% | +34.7% | +1.9% |
| YTD | +5.3% | +77.0% | -71.6% | -2.8% |
| 1Y | +10.6% | +73.0% | -62.4% | +2.2% |
| 3Y | +62.6% | +215.7% | -153.1% | +41.4% |
| 5Y | +41.7% | +155.6% | -114.0% | +23.1% |
| 10Y | +104.7% | +388.4% | -283.6% | +63.9% |
| All | +187.9% | +2,080.4% | -1,892.5% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling