+9.0%
GSK vs M
+25.0%
-16.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -1.1% | -3.3% | +2.2% | -0.7% |
| 30D | +7.8% | +8.1% | -0.2% | +6.5% |
| 3M | +0.3% | +2.2% | -1.9% | -0.3% |
| 6M | +3.4% | +35.1% | -31.7% | -1.0% |
| YTD | +5.9% | +15.8% | -9.9% | +3.0% |
| All | +9.0% | +25.0% | -16.1% | +4.8% |
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