+67.0%
MAR vs GSK
+48.7%
+18.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.5% | -3.6% | +3.1% | +0.1% |
| 30D | -4.7% | -5.9% | +1.3% | -3.8% |
| 3M | -15.6% | -4.3% | -11.3% | -15.1% |
| 6M | +1.2% | -10.8% | +12.0% | +2.8% |
| YTD | +7.5% | +1.8% | +5.7% | +7.8% |
| 1Y | +26.6% | +23.5% | +3.1% | +24.9% |
| All | +67.0% | +48.7% | +18.3% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling