+178.1%
MCD vs GSK
+81.4%
+96.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.9% |
| 7D | -2.8% | -1.8% | -1.0% | -2.3% |
| 30D | -6.0% | -2.2% | -3.8% | -5.4% |
| 3M | -5.6% | -1.8% | -3.8% | -5.2% |
| 6M | -21.9% | -10.6% | -11.2% | -19.3% |
| YTD | -14.7% | +4.4% | -19.1% | -16.5% |
| 1Y | -17.3% | +30.4% | -47.7% | -25.1% |
| 3Y | -2.2% | +60.1% | -62.2% | -19.8% |
| 5Y | +20.3% | +46.8% | -26.5% | 0.0% |
| All | +178.1% | +81.4% | +96.7% | +112.2% |
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