+13,824.2%
MA vs GSK
+142.2%
+13,682.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.2% |
| 7D | -2.7% | -1.8% | -0.9% | -1.8% |
| 30D | +1.5% | -2.2% | +3.7% | +2.4% |
| 3M | +20.4% | -1.8% | +22.2% | +20.9% |
| 6M | +11.1% | -10.6% | +21.8% | +16.2% |
| YTD | +2.0% | +4.4% | -2.5% | -1.8% |
| 1Y | -2.2% | +30.4% | -32.6% | -16.4% |
| 3Y | +41.9% | +60.1% | -18.2% | +4.8% |
| 5Y | +75.4% | +46.8% | +28.6% | +32.2% |
| 10Y | +527.5% | +79.2% | +448.3% | +310.2% |
| All | +13,824.2% | +142.2% | +13,682.0% | +6,792.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling