+199.5%
MCHP vs GSK
+80.1%
+119.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.6% | +3.7% |
| 7D | 0.0% | -3.5% | +3.6% | +1.6% |
| 30D | -6.0% | -3.4% | -2.6% | -4.8% |
| 3M | -19.7% | -8.1% | -11.6% | -17.5% |
| 6M | +14.0% | -11.1% | +25.2% | +18.4% |
| YTD | +18.4% | +0.7% | +17.7% | +15.5% |
| 1Y | +17.1% | +20.1% | -3.0% | +4.3% |
| 3Y | +0.7% | +46.1% | -45.4% | -21.5% |
| 5Y | +5.1% | +48.2% | -43.1% | -21.9% |
| All | +199.5% | +80.1% | +119.4% | +100.6% |
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