+3,172.5%
MMM vs GSK
+1,754.3%
+1,418.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +7.0% | +5.2% | +1.8% | +5.5% |
| 30D | +18.4% | +10.2% | +8.2% | +15.2% |
| 3M | +4.5% | -0.9% | +5.4% | +4.6% |
| 6M | +33.4% | +3.5% | +29.9% | +31.7% |
| YTD | +20.0% | +7.2% | +12.7% | +17.1% |
| 1Y | +15.0% | +12.0% | +3.0% | +10.8% |
| 3Y | +165.0% | +67.3% | +97.7% | +123.8% |
| 5Y | +47.9% | +45.3% | +2.7% | +28.7% |
| 10Y | +79.6% | +101.8% | -22.1% | +40.7% |
| All | +3,172.5% | +1,754.3% | +1,418.1% | +1,316.8% |
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