+44.4%
GSK vs MTB
+61.4%
-17.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +1.1% | +1.5% | -0.4% | +1.0% |
| 30D | +6.3% | +2.3% | +4.0% | +6.0% |
| 3M | +1.8% | -12.1% | +13.9% | +3.3% |
| 6M | +1.7% | +9.8% | -8.2% | +0.5% |
| YTD | +6.5% | +12.0% | -5.5% | +5.2% |
| 1Y | +9.5% | +22.0% | -12.6% | +7.2% |
| 3Y | +65.3% | +107.6% | -42.3% | +48.8% |
| All | +44.4% | +61.4% | -17.0% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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