+592.6%
MA vs GSK
+103.7%
+488.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -1.8% | -1.1% | -0.7% | -1.4% |
| 30D | +11.0% | +7.8% | +3.2% | +7.9% |
| 3M | +17.9% | +0.3% | +17.6% | +17.4% |
| 6M | +33.2% | +3.4% | +29.7% | +30.7% |
| YTD | +16.5% | +5.9% | +10.6% | +12.3% |
| 1Y | +19.1% | +8.2% | +10.9% | +13.8% |
| 3Y | +70.6% | +65.3% | +5.3% | +31.6% |
| 5Y | +92.1% | +43.3% | +48.8% | +55.7% |
| All | +592.6% | +103.7% | +488.9% | +376.2% |
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