+3,047.6%
SPY vs GSK
+944.9%
+2,102.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +3.3% | +0.5% | +2.8% | +3.1% |
| 30D | -2.7% | +9.4% | -12.1% | -5.8% |
| 3M | -1.7% | +1.6% | -3.3% | -2.6% |
| 6M | +3.1% | +1.3% | +1.8% | +1.8% |
| YTD | +11.9% | +6.0% | +5.9% | +8.2% |
| 1Y | +12.0% | +9.1% | +2.9% | +7.1% |
| 3Y | +78.2% | +65.4% | +12.8% | +43.0% |
| 5Y | +73.2% | +43.0% | +30.3% | +44.3% |
| 10Y | +309.6% | +103.1% | +206.6% | +196.3% |
| All | +3,047.6% | +944.9% | +2,102.7% | +1,452.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling