+29.4%
MMM vs GSK
+48.0%
-18.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | +0.6% |
| 7D | -3.3% | -1.8% | -1.5% | -2.9% |
| 30D | -7.0% | -2.2% | -4.8% | -6.6% |
| 3M | +10.8% | -1.8% | +12.6% | +11.1% |
| 6M | +5.8% | -10.6% | +16.4% | +8.4% |
| YTD | +6.8% | +4.4% | +2.3% | +5.6% |
| 1Y | +10.4% | +30.4% | -20.0% | +3.7% |
| 3Y | +104.7% | +60.1% | +44.6% | +78.8% |
| All | +29.4% | +48.0% | -18.6% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling