+110.6%
SPOT vs GSK
+47.2%
+63.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -6.9% | -5.4% | -1.4% | -6.4% |
| 30D | +4.1% | -4.6% | +8.7% | +4.6% |
| 3M | +3.7% | -5.1% | +8.8% | +4.1% |
| 6M | -1.6% | -11.4% | +9.8% | -0.7% |
| YTD | -10.2% | +0.7% | -10.9% | -10.9% |
| 1Y | -25.9% | +23.0% | -48.9% | -28.4% |
| 3Y | +235.6% | +48.0% | +187.6% | +207.0% |
| 5Y | +110.6% | +48.2% | +62.4% | +76.7% |
| All | +110.6% | +47.2% | +63.3% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling