+92.3%
MA vs GSK
+43.2%
+49.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +2.3% | +1.7% | +0.6% | +1.9% |
| 30D | +14.7% | +7.0% | +7.6% | +12.9% |
| 3M | +13.5% | -2.7% | +16.2% | +14.0% |
| 6M | +33.1% | +1.4% | +31.7% | +32.3% |
| YTD | +15.1% | +5.3% | +9.7% | +12.7% |
| 1Y | +18.7% | +10.6% | +8.1% | +14.9% |
| 3Y | +72.1% | +62.6% | +9.5% | +47.6% |
| All | +92.3% | +43.2% | +49.1% | +56.8% |
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