-9.3%
SPMO vs GSK
+3.0%
-12.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.4% |
| 7D | +6.3% | +1.1% | +5.2% | +6.6% |
| 30D | -8.9% | +6.3% | -15.2% | -7.0% |
| 3M | -13.2% | +1.8% | -15.0% | -12.3% |
| 6M | -9.3% | +1.7% | -10.9% | -8.9% |
| All | -9.3% | +3.0% | -12.3% | -8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling