+13,845.6%
SPGI vs GSK
+1,705.8%
+12,139.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.4% | -1.0% |
| 7D | +0.1% | -1.8% | +2.0% | +0.7% |
| 30D | +8.4% | -2.2% | +10.6% | +9.1% |
| 3M | +11.8% | -1.8% | +13.6% | +12.2% |
| 6M | +5.7% | -10.6% | +16.3% | +8.8% |
| YTD | -9.7% | +4.4% | -14.1% | -11.9% |
| 1Y | -12.5% | +30.4% | -42.9% | -20.9% |
| 3Y | +21.8% | +60.1% | -38.2% | +0.9% |
| 5Y | +8.2% | +46.8% | -38.6% | -8.9% |
| 10Y | +309.5% | +79.2% | +230.3% | +222.4% |
| All | +13,845.6% | +1,705.8% | +12,139.8% | +6,879.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling