+165.2%
GSK vs SPYG
+561.6%
-396.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -4.2% | +1.2% | -5.4% | -4.7% |
| 30D | -7.5% | -1.6% | -6.0% | -6.9% |
| 3M | -3.3% | +3.4% | -6.6% | -5.0% |
| 6M | -9.3% | +18.9% | -28.2% | -16.3% |
| YTD | +1.6% | +13.8% | -12.2% | -4.6% |
| 1Y | +25.5% | +20.6% | +4.9% | +14.6% |
| 3Y | +49.3% | +100.5% | -51.2% | +6.1% |
| 5Y | +46.7% | +84.6% | -37.9% | +5.8% |
| 10Y | +76.8% | +410.8% | -334.0% | -23.5% |
| All | +165.2% | +561.6% | -396.5% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling