+314.6%
SPYM vs GSK
+80.0%
+234.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -2.0% | -5.4% | +3.4% | -0.3% |
| 30D | -1.6% | -4.6% | +3.0% | -0.3% |
| 3M | +4.7% | -5.1% | +9.9% | +6.1% |
| 6M | +12.6% | -11.4% | +24.0% | +16.2% |
| YTD | +11.8% | +0.7% | +11.1% | +10.3% |
| 1Y | +17.5% | +23.0% | -5.5% | +7.8% |
| 3Y | +77.0% | +48.0% | +29.0% | +47.1% |
| 5Y | +82.6% | +48.2% | +34.4% | +47.9% |
| All | +314.6% | +80.0% | +234.5% | +208.6% |
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