+715.2%
GSK vs MDY
+2,662.7%
-1,947.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -2.0% |
| 7D | -1.8% | +0.1% | -2.0% | -1.9% |
| 30D | -2.2% | -1.5% | -0.7% | -1.5% |
| 3M | -1.8% | +0.8% | -2.6% | -2.3% |
| 6M | -10.6% | +7.4% | -18.0% | -13.8% |
| YTD | +4.4% | +15.2% | -10.8% | -2.7% |
| 1Y | +30.4% | +16.5% | +13.9% | +20.7% |
| 3Y | +60.1% | +46.8% | +13.3% | +30.1% |
| 5Y | +46.8% | +46.0% | +0.8% | +17.1% |
| 10Y | +79.2% | +172.1% | -92.8% | -0.5% |
| All | +715.2% | +2,662.7% | -1,947.5% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling