+73.1%
SPYM vs GSK
+44.4%
+28.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +2.6% | +1.1% | +1.4% | +2.4% |
| 30D | -2.0% | +6.3% | -8.3% | -3.0% |
| 3M | -2.8% | +1.8% | -4.6% | -3.2% |
| 6M | +2.2% | +1.7% | +0.5% | +1.6% |
| YTD | +11.5% | +6.5% | +5.0% | +9.7% |
| 1Y | +13.5% | +9.5% | +4.0% | +11.1% |
| 3Y | +78.0% | +65.3% | +12.7% | +57.1% |
| All | +73.1% | +44.4% | +28.7% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling