+334.3%
SPGI vs GSK
+101.6%
+232.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -0.2% |
| 7D | -0.9% | +4.9% | -5.8% | -2.5% |
| 30D | +15.5% | +10.8% | +4.7% | +11.3% |
| 3M | +15.7% | -1.8% | +17.5% | +16.2% |
| 6M | +19.1% | +4.1% | +15.0% | +16.7% |
| YTD | -4.1% | +7.9% | -11.9% | -8.3% |
| 1Y | +1.2% | +14.4% | -13.2% | -5.6% |
| 3Y | +31.6% | +68.1% | -36.5% | -0.3% |
| 5Y | +12.4% | +47.7% | -35.2% | -11.0% |
| 10Y | +334.3% | +100.5% | +233.8% | +185.2% |
| All | +334.3% | +101.6% | +232.7% | +185.2% |
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