+1,705.8%
GSK vs SMTC
+62,999.7%
-61,293.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.2% | -11.2% | -2.5% |
| 7D | -1.8% | +12.7% | -14.6% | -2.5% |
| 30D | -2.2% | +22.0% | -24.1% | -3.6% |
| 3M | -1.8% | -12.7% | +10.9% | -1.8% |
| 6M | -10.6% | +64.8% | -75.4% | -14.4% |
| YTD | +4.4% | +100.7% | -96.3% | -1.3% |
| 1Y | +30.4% | +146.9% | -116.5% | +21.4% |
| 3Y | +60.1% | +456.8% | -396.7% | +36.6% |
| 5Y | +46.8% | +89.2% | -42.4% | +32.2% |
| 10Y | +79.2% | +426.9% | -347.6% | +48.8% |
| All | +1,705.8% | +62,999.7% | -61,293.9% | +1,131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling