+311.0%
SPYM vs GSK
+105.0%
+206.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +2.6% | +1.1% | +1.4% | +2.2% |
| 30D | -2.0% | +6.3% | -8.3% | -3.9% |
| 3M | -2.8% | +1.8% | -4.6% | -3.6% |
| 6M | +2.2% | +1.7% | +0.5% | +1.0% |
| YTD | +11.5% | +6.5% | +5.0% | +7.9% |
| 1Y | +13.5% | +9.5% | +4.0% | +8.8% |
| 3Y | +78.0% | +65.3% | +12.7% | +42.0% |
| 5Y | +73.1% | +43.7% | +29.4% | +44.0% |
| All | +311.0% | +105.0% | +206.0% | +192.4% |
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