+65.3%
GSK vs M
+158.0%
-92.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | +1.1% | +7.0% | -5.9% | +0.5% |
| 30D | +6.3% | +8.9% | -2.6% | +5.6% |
| 3M | +1.8% | +4.5% | -2.7% | +1.3% |
| 6M | +1.7% | +36.2% | -34.5% | -0.8% |
| YTD | +6.5% | +15.1% | -8.6% | +4.9% |
| 1Y | +9.5% | +27.4% | -18.0% | +7.1% |
| 3Y | +65.3% | +160.1% | -94.8% | +52.7% |
| All | +65.3% | +158.0% | -92.7% | +52.7% |
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