+7.5%
SMR vs GSK
+38.2%
-30.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | +13.1% | -3.6% | +16.7% | +13.4% |
| 30D | +17.8% | -5.9% | +23.7% | +18.3% |
| 3M | +8.1% | -4.3% | +12.4% | +8.2% |
| 6M | -11.1% | -10.8% | -0.3% | -10.1% |
| YTD | -23.7% | +1.8% | -25.5% | -24.2% |
| 1Y | -69.4% | +23.5% | -92.9% | -70.6% |
| 3Y | +82.6% | +49.5% | +33.1% | +67.5% |
| All | +7.5% | +38.2% | -30.8% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling