+215.6%
SMH vs GSK
+65.8%
+149.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.0% |
| 7D | +4.9% | +1.1% | +3.8% | +4.9% |
| 30D | -13.8% | +6.3% | -20.1% | -13.7% |
| 3M | -17.4% | +1.8% | -19.2% | -17.2% |
| 6M | -15.0% | +1.7% | -16.6% | -14.9% |
| YTD | +35.2% | +6.5% | +28.6% | +34.9% |
| 1Y | +41.6% | +9.5% | +32.1% | +41.1% |
| 3Y | +215.6% | +65.3% | +150.3% | +214.9% |
| All | +215.6% | +65.8% | +149.8% | +214.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling