+77.7%
SPY vs GSK
+64.4%
+13.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +2.6% | +0.2% | +2.4% | +2.6% |
| 30D | -2.0% | +5.4% | -7.4% | -2.4% |
| 3M | -2.8% | +0.9% | -3.7% | -2.9% |
| 6M | +2.1% | +0.7% | +1.4% | +1.9% |
| YTD | +11.5% | +5.6% | +5.9% | +10.7% |
| 1Y | +13.5% | +8.5% | +5.0% | +12.3% |
| 3Y | +77.7% | +63.8% | +13.9% | +69.5% |
| All | +77.7% | +64.4% | +13.3% | +69.5% |
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