+424.9%
MAR vs GSK
+80.0%
+344.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -2.1% | -5.4% | +3.3% | -0.5% |
| 30D | -5.7% | -4.6% | -1.0% | -4.4% |
| 3M | -14.6% | -5.1% | -9.5% | -13.5% |
| 6M | +1.3% | -11.4% | +12.8% | +4.7% |
| YTD | +6.7% | +0.7% | +6.0% | +6.1% |
| 1Y | +26.4% | +23.0% | +3.4% | +18.6% |
| 3Y | +64.7% | +48.0% | +16.8% | +42.4% |
| 5Y | +153.1% | +48.2% | +104.8% | +114.7% |
| All | +424.9% | +80.0% | +344.9% | +333.0% |
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