+101.8%
GSK vs SPG
+117.2%
-15.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +5.2% | +5.6% | -0.4% | +4.4% |
| 30D | +10.2% | +17.6% | -7.4% | +7.6% |
| 3M | -0.9% | +7.5% | -8.4% | -1.9% |
| 6M | +3.5% | +18.5% | -15.1% | +1.0% |
| YTD | +7.2% | +30.9% | -23.7% | +3.3% |
| 1Y | +12.0% | +34.1% | -22.1% | +7.5% |
| 3Y | +67.3% | +135.5% | -68.2% | +48.5% |
| 5Y | +45.3% | +86.5% | -41.3% | +31.1% |
| 10Y | +101.8% | +116.1% | -14.3% | +82.4% |
| All | +101.8% | +117.2% | -15.5% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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