+1,817.6%
SMH vs GSK
+80.1%
+1,737.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.3% | -3.5% | +3.8% | +1.3% |
| 30D | -2.8% | -3.4% | +0.7% | -1.9% |
| 3M | -6.7% | -8.1% | +1.4% | -4.9% |
| 6M | +41.8% | -11.1% | +52.9% | +45.8% |
| YTD | +57.9% | +0.7% | +57.1% | +54.8% |
| 1Y | +87.6% | +20.1% | +67.5% | +71.9% |
| 3Y | +282.9% | +46.1% | +236.8% | +213.9% |
| 5Y | +330.4% | +48.2% | +282.2% | +239.7% |
| All | +1,817.6% | +80.1% | +1,737.5% | +1,293.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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