+617.9%
GSK vs M
+401.4%
+216.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.4% |
| 7D | +1.7% | -4.3% | +5.9% | +2.1% |
| 30D | +7.0% | +1.3% | +5.8% | +6.8% |
| 3M | -2.7% | -7.4% | +4.7% | -1.9% |
| 6M | +1.4% | +18.3% | -16.9% | -1.0% |
| YTD | +5.3% | +7.6% | -2.2% | +3.7% |
| 1Y | +10.6% | +17.4% | -6.7% | +7.7% |
| 3Y | +62.6% | +108.4% | -45.8% | +43.7% |
| 5Y | +41.7% | -10.6% | +52.3% | +33.2% |
| 10Y | +104.7% | -3.2% | +107.9% | +69.6% |
| All | +617.9% | +401.4% | +216.4% | +264.7% |
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 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