+1,061.7%
SMH vs GSK
+202.0%
+859.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.2% |
| 7D | +4.9% | +1.1% | +3.8% | +4.4% |
| 30D | -13.8% | +6.3% | -20.1% | -16.3% |
| 3M | -17.4% | +1.8% | -19.2% | -18.7% |
| 6M | -15.0% | +1.7% | -16.6% | -17.1% |
| YTD | +35.2% | +6.5% | +28.6% | +28.0% |
| 1Y | +41.6% | +9.5% | +32.1% | +32.3% |
| 3Y | +215.6% | +65.3% | +150.3% | +134.0% |
| 5Y | +233.2% | +43.7% | +189.5% | +157.9% |
| 10Y | +1,458.7% | +104.1% | +1,354.6% | +894.7% |
| All | +1,061.7% | +202.0% | +859.6% | +441.7% |
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