+49.3%
GSK vs SPY
+78.7%
-29.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -4.2% | +0.5% | -4.7% | -4.3% |
| 30D | -7.5% | -0.9% | -6.6% | -7.3% |
| 3M | -3.3% | +3.9% | -7.2% | -4.3% |
| 6M | -9.3% | +14.5% | -23.8% | -12.7% |
| YTD | +1.6% | +12.9% | -11.3% | -1.9% |
| 1Y | +25.5% | +19.4% | +6.1% | +19.4% |
| 3Y | +49.3% | +78.5% | -29.2% | +24.0% |
| All | +49.3% | +78.7% | -29.4% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling