+210.8%
MGY vs GSK
+71.0%
+139.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | +1.5% | -3.6% | +5.1% | +2.4% |
| 30D | +6.8% | -5.9% | +12.8% | +8.4% |
| 3M | +2.6% | -4.3% | +6.9% | +3.4% |
| 6M | -3.1% | -10.8% | +7.7% | -1.0% |
| YTD | +29.4% | +1.8% | +27.6% | +26.9% |
| 1Y | +22.3% | +23.5% | -1.2% | +12.8% |
| 3Y | +26.6% | +49.5% | -23.0% | +6.3% |
| 5Y | +92.1% | +49.7% | +42.4% | +56.9% |
| All | +210.8% | +71.0% | +139.8% | +139.6% |
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 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