+7.5%
MAGS vs GSK
+9.8%
-2.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | +1.7% | +1.1% | +0.5% | +1.6% |
| 30D | -5.8% | +6.3% | -12.1% | -5.9% |
| 3M | +0.2% | +1.8% | -1.6% | +0.4% |
| 6M | -2.7% | +1.7% | -4.3% | -2.7% |
| YTD | +4.1% | +6.5% | -2.5% | +4.3% |
| 1Y | +7.5% | +9.5% | -2.0% | +7.7% |
| All | +7.5% | +9.8% | -2.2% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling