+495.9%
SPMO vs GSK
+117.0%
+378.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +6.3% | +1.1% | +5.2% | +6.0% |
| 30D | -8.9% | +6.3% | -15.2% | -10.5% |
| 3M | -13.2% | +1.8% | -15.0% | -14.0% |
| 6M | -9.3% | +1.7% | -10.9% | -10.5% |
| YTD | +11.6% | +6.5% | +5.0% | +7.8% |
| 1Y | +13.4% | +9.5% | +3.9% | +8.6% |
| 3Y | +122.9% | +65.3% | +57.6% | +78.5% |
| 5Y | +113.9% | +43.7% | +70.2% | +78.6% |
| 10Y | +460.5% | +104.1% | +356.4% | +312.3% |
| All | +495.9% | +117.0% | +378.9% | +336.0% |
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