+778.9%
GSK vs SM
+1,360.8%
-581.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.6% | -6.8% | -1.5% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | +7.8% | -17.3% | +25.2% | +8.8% |
| 3M | +0.3% | -3.6% | +3.9% | +0.2% |
| 6M | +3.4% | +2.9% | +0.5% | +2.7% |
| YTD | +5.9% | +70.2% | -64.3% | +1.7% |
| 1Y | +8.2% | +66.5% | -58.3% | +4.0% |
| 3Y | +65.3% | -8.2% | +73.5% | +62.1% |
| 5Y | +43.3% | -1.5% | +44.8% | +37.3% |
| 10Y | +102.9% | +11.9% | +91.0% | +67.1% |
| All | +778.9% | +1,360.8% | -581.8% | +443.3% |
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