+766.6%
GSK vs SM
+1,608.3%
-841.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.8% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -2.2% | +26.3% | -28.5% | -3.5% |
| 3M | -1.8% | +8.7% | -10.5% | -2.5% |
| 6M | -10.6% | +51.7% | -62.3% | -13.2% |
| YTD | +4.4% | +99.0% | -94.6% | -0.3% |
| 1Y | +30.4% | +34.6% | -4.2% | +27.1% |
| 3Y | +60.1% | -7.8% | +67.8% | +57.4% |
| 5Y | +46.8% | +104.8% | -58.0% | +34.6% |
| 10Y | +79.2% | +7.2% | +72.0% | +49.0% |
| All | +766.6% | +1,608.3% | -841.7% | +432.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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