+252.8%
SPOT vs GSK
+80.8%
+172.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -3.1% | -3.5% | +0.5% | -2.5% |
| 30D | +7.4% | -3.4% | +10.8% | +8.1% |
| 3M | +8.2% | -8.1% | +16.3% | +9.6% |
| 6M | +2.2% | -11.1% | +13.3% | +4.0% |
| YTD | -9.5% | +0.7% | -10.2% | -10.5% |
| 1Y | -23.8% | +20.1% | -44.0% | -27.5% |
| 3Y | +233.5% | +46.1% | +187.4% | +196.9% |
| 5Y | +112.2% | +48.2% | +64.0% | +85.5% |
| All | +252.8% | +80.8% | +172.1% | +186.3% |
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