-70.2%
SMR vs GSK
+22.9%
-93.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.5% | -5.7% |
| 7D | +4.7% | -5.4% | +10.1% | +3.8% |
| 30D | +3.2% | -4.6% | +7.8% | +2.6% |
| 3M | +9.9% | -5.1% | +15.0% | +8.9% |
| 6M | -15.1% | -11.4% | -3.7% | -15.4% |
| YTD | -27.9% | +0.7% | -28.7% | -26.5% |
| 1Y | -70.2% | +23.0% | -93.3% | -68.6% |
| All | -70.2% | +22.9% | -93.1% | -68.6% |
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