+498.8%
MAR vs GSK
+105.0%
+393.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +1.6% | +1.1% | +0.5% | +1.3% |
| 30D | +13.8% | +6.3% | +7.5% | +11.7% |
| 3M | +20.3% | +1.8% | +18.5% | +19.4% |
| 6M | +21.3% | +1.7% | +19.7% | +20.3% |
| YTD | +37.2% | +6.5% | +30.7% | +34.1% |
| 1Y | +48.4% | +9.5% | +39.0% | +44.0% |
| 3Y | +120.1% | +65.3% | +54.8% | +83.3% |
| 5Y | +182.1% | +43.7% | +138.3% | +143.2% |
| All | +498.8% | +105.0% | +393.8% | +379.3% |
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