+6,592.2%
MCD vs GSK
+1,765.6%
+4,826.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.1% |
| 7D | +5.9% | +4.9% | +1.0% | +4.7% |
| 30D | +19.6% | +10.8% | +8.8% | +16.4% |
| 3M | +3.3% | -1.8% | +5.1% | +3.6% |
| 6M | +3.5% | +4.1% | -0.6% | +2.1% |
| YTD | -6.1% | +7.9% | -14.0% | -8.5% |
| 1Y | -3.7% | +14.4% | -18.1% | -7.6% |
| 3Y | +13.4% | +68.1% | -54.7% | -3.4% |
| 5Y | +25.2% | +47.7% | -22.5% | +9.2% |
| 10Y | +211.3% | +100.5% | +110.8% | +148.7% |
| All | +6,592.2% | +1,765.6% | +4,826.6% | +2,675.4% |
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 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