+48.2%
GSK vs MTB
+104.1%
-55.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | -3.4% | -4.8% | +1.4% | -2.9% |
| 3M | -8.1% | +6.0% | -14.1% | -8.8% |
| 6M | -11.1% | +19.6% | -30.7% | -12.9% |
| YTD | +0.7% | +21.5% | -20.7% | -1.5% |
| 1Y | +20.1% | +24.7% | -4.6% | +17.2% |
| 3Y | +46.1% | +108.6% | -62.5% | +31.9% |
| All | +48.2% | +104.1% | -55.9% | +35.1% |
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