+49.3%
GSK vs SPG
+112.2%
-62.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.0% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -7.5% | -4.9% | -2.6% | -6.2% |
| 3M | -3.3% | +3.3% | -6.6% | -4.0% |
| 6M | -9.3% | +11.2% | -20.5% | -11.6% |
| YTD | +1.6% | +17.1% | -15.5% | -1.9% |
| 1Y | +25.5% | +21.6% | +3.9% | +20.3% |
| 3Y | +49.3% | +111.9% | -62.6% | +27.7% |
| All | +49.3% | +112.2% | -62.9% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling