+1,269.2%
SMH vs GSK
+188.0%
+1,081.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +2.3% |
| 7D | +5.2% | -4.2% | +9.4% | +7.1% |
| 30D | -1.5% | -7.5% | +6.0% | +1.5% |
| 3M | -4.1% | -3.3% | -0.8% | -3.7% |
| 6M | +50.8% | -9.3% | +60.1% | +55.1% |
| YTD | +59.3% | +1.6% | +57.7% | +54.9% |
| 1Y | +94.1% | +25.5% | +68.6% | +70.5% |
| 3Y | +286.7% | +49.3% | +237.5% | +201.7% |
| 5Y | +339.4% | +46.7% | +292.8% | +236.8% |
| 10Y | +1,803.3% | +76.8% | +1,726.5% | +1,206.8% |
| All | +1,269.2% | +188.0% | +1,081.2% | +555.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling