+937.1%
GSK vs SPG
+5,968.7%
-5,031.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -1.1% | +2.7% | -3.8% | -1.6% |
| 30D | +7.8% | +16.6% | -8.7% | +4.9% |
| 3M | +0.3% | +8.1% | -7.8% | -1.1% |
| 6M | +3.4% | +19.3% | -15.9% | +0.2% |
| YTD | +5.9% | +31.1% | -25.2% | +0.9% |
| 1Y | +8.2% | +32.8% | -24.5% | +2.8% |
| 3Y | +65.3% | +135.8% | -70.5% | +40.6% |
| 5Y | +43.3% | +85.1% | -41.8% | +25.6% |
| 10Y | +102.9% | +115.9% | -13.1% | +61.1% |
| All | +937.1% | +5,968.7% | -5,031.6% | +283.1% |
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