+30.0%
MGY vs GSK
+47.2%
-17.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.5% | -3.5% | +7.1% | +3.6% |
| 30D | +5.3% | -3.4% | +8.7% | +5.3% |
| 3M | +2.6% | -8.1% | +10.8% | +2.7% |
| 6M | -3.3% | -11.1% | +7.9% | -3.2% |
| YTD | +29.2% | +0.7% | +28.5% | +28.0% |
| 1Y | +18.0% | +20.1% | -2.1% | +15.9% |
| 3Y | +30.0% | +46.1% | -16.1% | +24.5% |
| All | +30.0% | +47.2% | -17.2% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling