+311.1%
SPY vs GSK
+102.0%
+209.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | -0.9% | -1.1% | +0.2% | -0.6% |
| 30D | -2.4% | +7.8% | -10.2% | -4.7% |
| 3M | -1.2% | +0.3% | -1.5% | -1.5% |
| 6M | +3.3% | +3.4% | -0.1% | +1.5% |
| YTD | +12.3% | +5.9% | +6.4% | +8.9% |
| 1Y | +12.4% | +8.2% | +4.2% | +8.2% |
| 3Y | +78.8% | +65.3% | +13.5% | +42.9% |
| 5Y | +75.2% | +43.3% | +31.9% | +46.1% |
| 10Y | +311.1% | +102.9% | +208.2% | +194.2% |
| All | +311.1% | +102.0% | +209.1% | +194.2% |
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