+22.7%
MCD vs GSK
+43.2%
-20.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +7.1% | +1.7% | +5.5% | +6.8% |
| 30D | +19.8% | +7.0% | +12.7% | +18.0% |
| 3M | +0.8% | -2.7% | +3.5% | +1.3% |
| 6M | -1.3% | +1.4% | -2.7% | -1.8% |
| YTD | -7.8% | +5.3% | -13.1% | -9.0% |
| 1Y | -5.0% | +10.6% | -15.6% | -7.2% |
| 3Y | +10.5% | +62.6% | -52.0% | -1.8% |
| All | +22.7% | +43.2% | -20.5% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling