+97.5%
MO vs GSK
+48.8%
+48.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.4% | -3.6% | +1.2% | -1.8% |
| 30D | +3.6% | -5.9% | +9.5% | +4.6% |
| 3M | -3.7% | -4.3% | +0.5% | -3.0% |
| 6M | +4.5% | -10.8% | +15.3% | +6.3% |
| YTD | +21.5% | +1.8% | +19.7% | +20.9% |
| 1Y | +9.5% | +23.5% | -13.9% | +5.4% |
| 3Y | +93.6% | +49.5% | +44.0% | +79.0% |
| All | +97.5% | +48.8% | +48.7% | +87.5% |
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