+49.8%
GSK vs MDY
+45.3%
+4.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.5% |
| 7D | -3.6% | -0.8% | -2.8% | -3.4% |
| 30D | -5.9% | -3.9% | -2.1% | -4.9% |
| 3M | -4.3% | 0.0% | -4.2% | -4.3% |
| 6M | -10.8% | +8.5% | -19.3% | -13.0% |
| YTD | +1.8% | +13.2% | -11.4% | -1.9% |
| 1Y | +23.5% | +15.0% | +8.4% | +18.4% |
| 3Y | +49.5% | +49.6% | 0.0% | +31.5% |
| All | +49.8% | +45.3% | +4.5% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling