+1.5%
SMR vs GSK
+36.8%
-35.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.5% | -5.5% |
| 7D | +4.7% | -5.4% | +10.1% | +5.1% |
| 30D | +3.2% | -4.6% | +7.8% | +3.6% |
| 3M | +9.9% | -5.1% | +15.0% | +10.1% |
| 6M | -15.1% | -11.4% | -3.7% | -14.2% |
| YTD | -27.9% | +0.7% | -28.7% | -28.3% |
| 1Y | -70.2% | +23.0% | -93.3% | -71.4% |
| 3Y | +72.5% | +48.0% | +24.5% | +58.3% |
| All | +1.5% | +36.8% | -35.3% | -8.7% |
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 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