+3,214.7%
MAR vs GSK
+221.1%
+2,993.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | +1.0% | -1.1% | +2.1% | +1.4% |
| 30D | +16.2% | +7.8% | +8.4% | +12.7% |
| 3M | +23.1% | +0.3% | +22.7% | +22.4% |
| 6M | +22.0% | +3.4% | +18.5% | +19.6% |
| YTD | +39.2% | +5.9% | +33.3% | +34.8% |
| 1Y | +48.3% | +8.2% | +40.0% | +42.5% |
| 3Y | +123.4% | +65.3% | +58.1% | +75.7% |
| 5Y | +185.4% | +43.3% | +142.1% | +134.0% |
| 10Y | +539.2% | +102.9% | +436.3% | +340.7% |
| All | +3,214.7% | +221.1% | +2,993.5% | +1,732.8% |
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