+7,285.9%
MCO vs GSK
+879.9%
+6,406.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -3.1% | -3.6% | +0.4% | -1.7% |
| 30D | -0.5% | -5.9% | +5.4% | +1.8% |
| 3M | +5.7% | -4.3% | +10.0% | +7.2% |
| 6M | +3.0% | -10.8% | +13.8% | +7.0% |
| YTD | -6.5% | +1.8% | -8.3% | -8.4% |
| 1Y | -5.8% | +23.5% | -29.2% | -15.2% |
| 3Y | +43.1% | +49.5% | -6.4% | +16.1% |
| 5Y | +29.5% | +49.7% | -20.2% | +3.2% |
| 10Y | +388.8% | +81.9% | +306.9% | +259.1% |
| All | +7,285.9% | +879.9% | +6,406.0% | +3,653.1% |
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