+505.6%
MA vs GSK
+76.8%
+428.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.4% |
| 7D | -1.8% | -4.2% | +2.4% | -0.2% |
| 30D | +1.4% | -7.5% | +8.9% | +4.3% |
| 3M | +17.7% | -3.3% | +21.0% | +18.8% |
| 6M | +9.7% | -9.3% | +19.0% | +13.0% |
| YTD | +0.5% | +1.6% | -1.1% | -1.4% |
| 1Y | -2.1% | +25.5% | -27.6% | -12.2% |
| 3Y | +40.1% | +49.3% | -9.2% | +13.2% |
| 5Y | +67.5% | +46.7% | +20.8% | +32.9% |
| 10Y | +505.6% | +76.8% | +428.8% | +337.6% |
| All | +505.6% | +76.8% | +428.8% | +337.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling