+774.3%
GSK vs SM
+1,302.7%
-528.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.2% |
| 7D | +1.7% | -25.9% | +27.6% | +3.2% |
| 30D | +7.0% | -15.1% | +22.2% | +7.8% |
| 3M | -2.7% | +4.9% | -7.5% | -3.2% |
| 6M | +1.4% | +6.1% | -4.7% | +0.5% |
| YTD | +5.3% | +63.4% | -58.1% | +1.4% |
| 1Y | +10.6% | +72.5% | -61.8% | +6.1% |
| 3Y | +62.6% | -16.9% | +79.5% | +60.4% |
| 5Y | +41.7% | -10.6% | +52.3% | +36.5% |
| 10Y | +104.7% | +11.3% | +93.5% | +68.5% |
| All | +774.3% | +1,302.7% | -528.4% | +441.7% |
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