+148.2%
SPMO vs GSK
+47.2%
+100.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | +0.1% | -5.4% | +5.5% | +0.8% |
| 30D | -0.7% | -4.6% | +3.9% | -0.2% |
| 3M | +2.8% | -5.1% | +7.9% | +3.2% |
| 6M | +24.4% | -11.4% | +35.9% | +26.2% |
| YTD | +24.2% | +0.7% | +23.5% | +23.2% |
| 1Y | +24.5% | +23.0% | +1.5% | +19.0% |
| 3Y | +155.6% | +48.0% | +107.6% | +129.9% |
| 5Y | +148.2% | +48.2% | +100.0% | +118.5% |
| All | +148.2% | +47.2% | +100.9% | +118.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling