+611.6%
GSK vs M
+396.5%
+215.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.2% |
| 7D | -1.8% | +4.7% | -6.6% | -2.4% |
| 30D | -2.2% | -9.6% | +7.5% | -1.1% |
| 3M | -1.8% | +0.9% | -2.7% | -2.1% |
| 6M | -10.6% | +22.3% | -32.9% | -13.0% |
| YTD | +4.4% | +6.5% | -2.1% | +3.1% |
| 1Y | +30.4% | +38.8% | -8.4% | +24.5% |
| 3Y | +60.1% | +115.9% | -55.8% | +40.9% |
| 5Y | +46.8% | +28.6% | +18.2% | +31.1% |
| 10Y | +79.2% | -2.5% | +81.8% | +48.3% |
| All | +611.6% | +396.5% | +215.1% | +262.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling