+1.4%
MCHP vs GSK
+47.2%
-45.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.7% |
| 7D | -2.1% | -5.4% | +3.3% | -0.9% |
| 30D | -11.1% | -4.6% | -6.5% | -10.3% |
| 3M | -18.1% | -5.1% | -13.0% | -17.5% |
| 6M | +10.8% | -11.4% | +22.2% | +13.4% |
| YTD | +14.2% | +0.7% | +13.5% | +12.5% |
| 1Y | +13.5% | +23.0% | -9.6% | +5.5% |
| 3Y | -2.0% | +48.0% | -50.0% | -14.8% |
| 5Y | +1.4% | +48.2% | -46.8% | -15.2% |
| All | +1.4% | +47.2% | -45.9% | -15.2% |
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