+10.4%
MMM vs GSK
+31.2%
-20.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | +0.7% |
| 7D | -3.3% | -1.8% | -1.5% | -2.8% |
| 30D | -7.0% | -2.2% | -4.8% | -6.5% |
| 3M | +10.8% | -1.8% | +12.6% | +11.2% |
| 6M | +5.8% | -10.6% | +16.4% | +9.2% |
| YTD | +6.8% | +4.4% | +2.3% | +6.1% |
| 1Y | +10.4% | +30.4% | -20.0% | +6.9% |
| All | +10.4% | +31.2% | -20.9% | +6.9% |
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