+222.7%
GSK vs SPXU
-100.0%
+322.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -2.4% |
| 7D | -4.2% | -1.5% | -2.7% | -4.4% |
| 30D | -7.5% | +3.7% | -11.2% | -6.8% |
| 3M | -3.3% | -9.6% | +6.3% | -4.8% |
| 6M | -9.3% | -32.4% | +23.0% | -15.2% |
| YTD | +1.6% | -28.7% | +30.3% | -3.8% |
| 1Y | +25.5% | -38.2% | +63.7% | +16.0% |
| 3Y | +49.3% | -80.4% | +129.7% | +14.9% |
| 5Y | +46.7% | -86.0% | +132.7% | +13.6% |
| 10Y | +76.8% | -99.5% | +176.3% | -22.1% |
| All | +222.7% | -100.0% | +322.7% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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