+1,742.6%
GSK vs SMTC
+48,791.7%
-47,049.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.7% |
| 7D | +1.1% | +11.0% | -9.9% | +0.5% |
| 30D | +6.3% | -28.5% | +34.8% | +7.8% |
| 3M | +1.8% | -14.2% | +16.0% | +1.6% |
| 6M | +1.7% | -18.0% | +19.7% | +0.9% |
| YTD | +6.5% | +55.5% | -49.0% | +1.3% |
| 1Y | +9.5% | +69.5% | -60.0% | +3.5% |
| 3Y | +65.3% | +699.7% | -634.3% | +36.9% |
| 5Y | +43.7% | +27.4% | +16.3% | +31.4% |
| 10Y | +104.1% | +335.7% | -231.6% | +69.9% |
| All | +1,742.6% | +48,791.7% | -47,049.2% | +1,163.7% |
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 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