+12.0%
GSK vs M
+26.3%
-14.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +5.2% | +5.0% | +0.2% | +4.3% |
| 30D | +10.2% | +10.6% | -0.5% | +8.5% |
| 3M | -0.9% | +1.6% | -2.5% | -1.4% |
| 6M | +3.5% | +30.8% | -27.4% | -0.6% |
| YTD | +7.2% | +16.9% | -9.7% | +4.1% |
| 1Y | +12.0% | +26.3% | -14.3% | +8.2% |
| All | +12.0% | +26.3% | -14.3% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling