+49.3%
GSK vs SMTC
+556.3%
-507.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.0% | -12.7% | -2.8% |
| 7D | -4.2% | +22.9% | -27.1% | -4.3% |
| 30D | -7.5% | +16.6% | -24.2% | -7.7% |
| 3M | -3.3% | +2.4% | -5.7% | -3.3% |
| 6M | -9.3% | +98.3% | -107.6% | -10.9% |
| YTD | +1.6% | +120.7% | -119.1% | -0.4% |
| 1Y | +25.5% | +168.3% | -142.8% | +22.5% |
| 3Y | +49.3% | +571.7% | -522.4% | +40.1% |
| All | +49.3% | +556.3% | -507.0% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling