+576.6%
SPMO vs GSK
+106.9%
+469.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.3% |
| 7D | +3.4% | -4.2% | +7.6% | +4.6% |
| 30D | +0.5% | -7.5% | +8.0% | +2.6% |
| 3M | +1.9% | -3.3% | +5.2% | +2.3% |
| 6M | +27.8% | -9.3% | +37.1% | +30.6% |
| YTD | +26.7% | +1.6% | +25.1% | +24.4% |
| 1Y | +28.9% | +25.5% | +3.4% | +17.6% |
| 3Y | +160.7% | +49.3% | +111.4% | +116.7% |
| 5Y | +150.2% | +46.7% | +103.5% | +105.3% |
| 10Y | +517.5% | +76.8% | +440.7% | +364.5% |
| All | +576.6% | +106.9% | +469.7% | +403.0% |
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