+81.9%
GSK vs SPY
+312.5%
-230.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -3.6% | -0.4% | -3.2% | -3.4% |
| 30D | -5.9% | -1.4% | -4.5% | -5.3% |
| 3M | -4.3% | +3.7% | -8.0% | -6.0% |
| 6M | -10.8% | +13.0% | -23.8% | -16.0% |
| YTD | +1.8% | +12.4% | -10.6% | -4.0% |
| 1Y | +23.5% | +18.5% | +4.9% | +13.4% |
| 3Y | +49.5% | +77.6% | -28.1% | +10.5% |
| 5Y | +49.7% | +81.7% | -32.0% | +7.7% |
| 10Y | +81.9% | +319.7% | -237.7% | -24.3% |
| All | +81.9% | +312.5% | -230.6% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling