-73.1%
SMR vs GSK
+31.2%
-104.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.8% |
| 7D | +4.4% | -1.8% | +6.2% | +4.2% |
| 30D | +3.4% | -2.2% | +5.6% | +3.2% |
| 3M | -19.2% | -1.8% | -17.4% | -19.4% |
| 6M | -22.6% | -10.6% | -12.0% | -22.7% |
| YTD | -31.5% | +4.4% | -36.0% | -29.9% |
| 1Y | -73.1% | +30.4% | -103.5% | -71.5% |
| All | -73.1% | +31.2% | -104.3% | -71.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling