+76.7%
GSK vs SPYG
+424.6%
-347.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -3.5% | -0.9% | -2.6% | -3.2% |
| 30D | -3.4% | -1.5% | -1.9% | -3.0% |
| 3M | -8.1% | +3.7% | -11.9% | -9.5% |
| 6M | -11.1% | +16.4% | -27.6% | -16.1% |
| YTD | +0.7% | +13.3% | -12.6% | -4.1% |
| 1Y | +20.1% | +17.9% | +2.3% | +12.6% |
| 3Y | +46.1% | +98.3% | -52.2% | +9.4% |
| 5Y | +48.2% | +86.4% | -38.2% | +12.0% |
| All | +76.7% | +424.6% | -347.8% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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