+73.1%
MA vs GSK
+48.0%
+25.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.7% |
| 7D | -2.7% | -1.8% | -0.9% | -2.3% |
| 30D | +1.5% | -2.2% | +3.7% | +1.9% |
| 3M | +20.4% | -1.8% | +22.2% | +20.7% |
| 6M | +11.1% | -10.6% | +21.8% | +13.6% |
| YTD | +2.0% | +4.4% | -2.5% | +0.2% |
| 1Y | -2.2% | +30.4% | -32.6% | -9.1% |
| 3Y | +41.9% | +60.1% | -18.2% | +22.9% |
| All | +73.1% | +48.0% | +25.0% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling