+517.6%
SPMO vs GSK
+80.1%
+437.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.9% | -3.5% | +2.6% | +0.1% |
| 30D | -1.9% | -3.4% | +1.5% | -1.0% |
| 3M | -1.4% | -8.1% | +6.8% | +0.7% |
| 6M | +25.5% | -11.1% | +36.6% | +29.2% |
| YTD | +24.8% | +0.7% | +24.1% | +22.7% |
| 1Y | +24.5% | +20.1% | +4.4% | +14.6% |
| 3Y | +157.1% | +46.1% | +111.0% | +112.4% |
| 5Y | +149.5% | +48.2% | +101.3% | +99.5% |
| All | +517.6% | +80.1% | +437.5% | +350.4% |
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 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