+11.0%
MO vs GSK
+21.8%
-10.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | -3.5% | +3.7% | +0.7% |
| 30D | +7.1% | -3.4% | +10.6% | +7.7% |
| 3M | -2.0% | -8.1% | +6.2% | -0.8% |
| 6M | +7.3% | -11.1% | +18.4% | +8.5% |
| YTD | +23.5% | +0.7% | +22.7% | +24.9% |
| 1Y | +11.0% | +20.1% | -9.1% | +12.0% |
| All | +11.0% | +21.8% | -10.8% | +12.0% |
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