+319.7%
SPY vs GSK
+80.2%
+239.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -0.4% | -3.6% | +3.2% | +0.7% |
| 30D | -1.4% | -5.9% | +4.5% | +0.4% |
| 3M | +3.7% | -4.3% | +8.0% | +4.7% |
| 6M | +13.0% | -10.8% | +23.8% | +16.4% |
| YTD | +12.4% | +1.8% | +10.6% | +10.5% |
| 1Y | +18.5% | +23.5% | -4.9% | +8.8% |
| 3Y | +77.6% | +49.5% | +28.1% | +47.5% |
| 5Y | +81.7% | +49.7% | +32.0% | +47.2% |
| 10Y | +319.7% | +81.9% | +237.7% | +210.6% |
| All | +319.7% | +80.2% | +239.5% | +210.6% |
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