-53.7%
SMR vs GSK
+44.7%
-98.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | -8.3% | +1.1% | -9.4% | -8.3% |
| 30D | -20.1% | +6.3% | -26.4% | -20.4% |
| 3M | -52.7% | +1.8% | -54.5% | -52.7% |
| 6M | -61.0% | +1.7% | -62.7% | -61.2% |
| YTD | -67.1% | +6.5% | -73.7% | -67.4% |
| 1Y | -79.9% | +9.5% | -89.4% | -80.1% |
| 3Y | +101.7% | +65.3% | +36.4% | +81.7% |
| All | -53.7% | +44.7% | -98.4% | -58.4% |
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