+157.1%
MMM vs GSK
+63.2%
+93.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +6.2% | +1.7% | +4.5% | +5.9% |
| 30D | +14.2% | +7.0% | +7.2% | +12.6% |
| 3M | +2.9% | -2.7% | +5.6% | +3.3% |
| 6M | +27.6% | +1.4% | +26.1% | +26.9% |
| YTD | +17.3% | +5.3% | +11.9% | +16.4% |
| 1Y | +15.1% | +10.6% | +4.4% | +13.4% |
| 3Y | +157.1% | +62.6% | +94.5% | +142.7% |
| All | +157.1% | +63.2% | +93.9% | +142.7% |
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 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