+13.1%
GSK vs SMTC
+70.8%
-57.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -12.9% | +17.9% | +4.3% |
| 7D | +4.9% | -24.5% | +29.4% | +3.5% |
| 30D | +9.9% | -42.5% | +52.3% | +7.6% |
| 3M | +0.2% | -14.1% | +14.3% | -1.0% |
| 6M | +2.3% | +3.6% | -1.3% | -0.1% |
| YTD | +7.1% | +50.6% | -43.5% | +2.5% |
| 1Y | +13.1% | +72.2% | -59.1% | +8.1% |
| All | +13.1% | +70.8% | -57.7% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling