+231.7%
SPOT vs GSK
+48.7%
+183.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -6.5% | -3.6% | -2.9% | -6.5% |
| 30D | +2.2% | -5.9% | +8.1% | +2.1% |
| 3M | +5.4% | -4.3% | +9.7% | +5.4% |
| 6M | -4.0% | -10.8% | +6.8% | -4.3% |
| YTD | -9.9% | +1.8% | -11.7% | -10.3% |
| 1Y | -27.3% | +23.5% | -50.7% | -27.8% |
| All | +231.7% | +48.7% | +183.0% | +213.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling