+9.5%
GSK vs SPG
+33.2%
-23.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +1.1% | +2.0% | -0.9% | -0.2% |
| 30D | +6.3% | +17.2% | -10.9% | -3.8% |
| 3M | +1.8% | +6.3% | -4.5% | -2.0% |
| 6M | +1.7% | +18.7% | -17.0% | -9.2% |
| YTD | +6.5% | +30.1% | -23.5% | -10.3% |
| 1Y | +9.5% | +32.8% | -23.3% | -8.7% |
| All | +9.5% | +33.2% | -23.7% | -8.7% |
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