+62.6%
GSK vs M
+100.8%
-38.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.2% |
| 7D | +1.7% | -4.3% | +5.9% | +2.0% |
| 30D | +7.0% | +1.3% | +5.8% | +6.9% |
| 3M | -2.7% | -7.4% | +4.7% | -2.2% |
| 6M | +1.4% | +18.3% | -16.9% | 0.0% |
| YTD | +5.3% | +7.6% | -2.2% | +4.4% |
| 1Y | +10.6% | +17.4% | -6.7% | +8.9% |
| 3Y | +62.6% | +108.4% | -45.8% | +51.0% |
| All | +62.6% | +100.8% | -38.2% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling