+296.4%
SPGI vs GSK
+80.2%
+216.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.7% | -2.6% |
| 7D | -3.1% | -3.6% | +0.5% | -1.8% |
| 30D | +2.0% | -5.9% | +8.0% | +4.2% |
| 3M | +4.3% | -4.3% | +8.6% | +5.6% |
| 6M | -0.2% | -10.8% | +10.6% | +3.3% |
| YTD | -14.8% | +1.8% | -16.6% | -16.7% |
| 1Y | -18.5% | +23.5% | -42.0% | -26.8% |
| 3Y | +16.0% | +49.5% | -33.6% | -7.5% |
| 5Y | +2.2% | +49.7% | -47.5% | -20.9% |
| 10Y | +296.4% | +81.9% | +214.5% | +178.7% |
| All | +296.4% | +80.2% | +216.2% | +178.7% |
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