+12.0%
GSK vs SPG
+33.1%
-21.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -1.0% |
| 7D | +5.2% | +5.6% | -0.4% | +1.6% |
| 30D | +10.2% | +17.6% | -7.4% | -0.7% |
| 3M | -0.9% | +7.5% | -8.4% | -5.3% |
| 6M | +3.5% | +18.5% | -15.1% | -7.6% |
| YTD | +7.2% | +30.9% | -23.7% | -10.4% |
| 1Y | +12.0% | +34.1% | -22.1% | -7.8% |
| All | +12.0% | +33.1% | -21.1% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling