+76.8%
GSK vs M
-6.4%
+83.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -2.6% |
| 7D | -4.2% | +2.4% | -6.6% | -4.3% |
| 30D | -7.5% | -11.6% | +4.1% | -6.9% |
| 3M | -3.3% | +1.6% | -4.9% | -3.5% |
| 6M | -9.3% | +25.2% | -34.5% | -10.6% |
| YTD | +1.6% | +3.8% | -2.2% | +1.1% |
| 1Y | +25.5% | +36.3% | -10.9% | +22.8% |
| 3Y | +49.3% | +116.3% | -67.1% | +40.7% |
| 5Y | +46.7% | +28.2% | +18.5% | +39.2% |
| 10Y | +76.8% | -3.4% | +80.2% | +44.6% |
| All | +76.8% | -6.4% | +83.2% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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