+9.3%
MCO vs GSK
+14.9%
-5.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.0% | -0.1% | +4.5% |
| 7D | +10.7% | +4.9% | +5.8% | +10.2% |
| 30D | +17.9% | +9.9% | +8.0% | +17.2% |
| 3M | +9.5% | +0.2% | +9.3% | +9.1% |
| 6M | +18.1% | +2.3% | +15.7% | +17.8% |
| YTD | +4.1% | +7.1% | -2.9% | +3.8% |
| 1Y | +9.3% | +13.1% | -3.8% | +7.7% |
| All | +9.3% | +14.9% | -5.6% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling