+208.8%
GSK vs MKTX
+1,445.7%
-1,236.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -4.2% | +0.4% | -4.6% | -4.2% |
| 30D | -7.5% | +1.0% | -8.5% | -7.6% |
| 3M | -3.3% | +41.3% | -44.5% | -8.0% |
| 6M | -9.3% | -11.3% | +2.0% | -8.6% |
| YTD | +1.6% | -8.6% | +10.2% | +1.9% |
| 1Y | +25.5% | -11.1% | +36.5% | +26.1% |
| 3Y | +49.3% | -24.5% | +73.8% | +51.1% |
| 5Y | +46.7% | -61.4% | +108.1% | +59.7% |
| 10Y | +76.8% | +6.8% | +70.0% | +65.0% |
| All | +208.8% | +1,445.7% | -1,236.8% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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