+49.6%
GSK vs MNDY
-51.7%
+101.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.1% | +5.4% | -2.6% |
| 7D | -4.2% | -13.3% | +9.1% | -4.1% |
| 30D | -7.5% | -10.2% | +2.6% | -7.5% |
| 3M | -3.3% | -0.1% | -3.2% | -3.3% |
| 6M | -9.3% | +6.3% | -15.6% | -9.4% |
| YTD | +1.6% | -43.3% | +44.9% | +2.1% |
| 1Y | +25.5% | -56.1% | +81.6% | +26.4% |
| 3Y | +49.3% | -51.1% | +100.4% | +49.3% |
| 5Y | +46.7% | -78.5% | +125.2% | +44.8% |
| All | +49.6% | -51.7% | +101.3% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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