+956.4%
GSK vs SPG
+5,923.7%
-4,967.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.0% |
| 7D | +4.9% | +5.1% | -0.2% | +4.0% |
| 30D | +10.8% | +16.8% | -6.0% | +7.8% |
| 3M | -1.8% | +5.7% | -7.5% | -2.8% |
| 6M | +4.1% | +17.8% | -13.7% | +1.1% |
| YTD | +7.9% | +30.1% | -22.2% | +2.9% |
| 1Y | +14.4% | +32.8% | -18.3% | +8.8% |
| 3Y | +68.1% | +137.2% | -69.1% | +42.8% |
| 5Y | +47.7% | +81.5% | -33.8% | +29.8% |
| 10Y | +100.5% | +116.5% | -16.0% | +59.1% |
| All | +956.4% | +5,923.7% | -4,967.3% | +290.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling