+923.2%
GSK vs SPY
+3,091.8%
-2,168.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -2.2% | +0.1% | -2.2% | -2.2% |
| 3M | -1.8% | +2.0% | -3.8% | -3.2% |
| 6M | -10.6% | +13.0% | -23.6% | -17.3% |
| YTD | +4.4% | +13.5% | -9.1% | -3.8% |
| 1Y | +30.4% | +20.0% | +10.4% | +15.9% |
| 3Y | +60.1% | +77.2% | -17.1% | +9.4% |
| 5Y | +46.8% | +81.9% | -35.1% | -3.4% |
| 10Y | +79.2% | +314.1% | -234.8% | -33.4% |
| All | +923.2% | +3,091.8% | -2,168.5% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling