+568.4%
MA vs GSK
+102.9%
+465.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +1.8% | +5.2% | -3.4% | -0.1% |
| 30D | +11.8% | +10.2% | +1.7% | +7.8% |
| 3M | +17.2% | -0.9% | +18.1% | +17.2% |
| 6M | +33.4% | +3.5% | +29.9% | +30.9% |
| YTD | +16.1% | +7.2% | +8.9% | +11.5% |
| 1Y | +19.9% | +12.0% | +7.9% | +13.1% |
| 3Y | +70.1% | +67.3% | +2.7% | +30.7% |
| 5Y | +89.6% | +45.3% | +44.4% | +52.9% |
| 10Y | +568.4% | +101.8% | +466.7% | +361.0% |
| All | +568.4% | +102.9% | +465.5% | +361.0% |
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