+76.7%
GSK vs SMTC
+516.8%
-440.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.9% |
| 7D | -5.4% | +17.5% | -22.9% | -6.5% |
| 30D | -4.6% | +21.3% | -25.9% | -6.1% |
| 3M | -5.1% | +3.1% | -8.3% | -6.1% |
| 6M | -11.4% | +81.7% | -93.1% | -16.7% |
| YTD | +0.7% | +115.9% | -115.2% | -6.8% |
| 1Y | +23.0% | +157.8% | -134.8% | +11.9% |
| 3Y | +48.0% | +557.3% | -509.3% | +15.0% |
| 5Y | +48.2% | +114.7% | -66.5% | +31.3% |
| All | +76.7% | +516.8% | -440.1% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling