+28.7%
SPMO vs GSK
+31.2%
-2.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.5% |
| 7D | +2.0% | -1.8% | +3.8% | +1.9% |
| 30D | -0.4% | -2.2% | +1.8% | -0.4% |
| 3M | -1.9% | -1.8% | -0.1% | -2.0% |
| 6M | +25.0% | -10.6% | +35.7% | +25.2% |
| YTD | +26.0% | +4.4% | +21.6% | +26.5% |
| 1Y | +28.7% | +30.4% | -1.7% | +29.4% |
| All | +28.7% | +31.2% | -2.6% | +29.4% |
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 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