+3,168.2%
MAR vs GSK
+223.1%
+2,945.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +1.6% | +1.1% | +0.5% | +1.1% |
| 30D | +13.8% | +6.3% | +7.5% | +11.0% |
| 3M | +20.3% | +1.8% | +18.5% | +19.0% |
| 6M | +21.3% | +1.7% | +19.7% | +19.8% |
| YTD | +37.2% | +6.5% | +30.7% | +32.6% |
| 1Y | +48.4% | +9.5% | +39.0% | +42.0% |
| 3Y | +120.1% | +65.3% | +54.8% | +73.2% |
| 5Y | +182.1% | +43.7% | +138.3% | +131.0% |
| 10Y | +530.2% | +104.1% | +426.1% | +333.5% |
| All | +3,168.2% | +223.1% | +2,945.1% | +1,703.0% |
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 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