+14,854.2%
MO vs GSK
+1,705.8%
+13,148.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | +0.3% | -1.8% | +2.2% | +0.8% |
| 30D | +0.6% | -2.2% | +2.8% | +1.2% |
| 3M | -1.0% | -1.8% | +0.8% | -0.6% |
| 6M | +4.3% | -10.6% | +15.0% | +7.1% |
| YTD | +23.3% | +4.4% | +18.9% | +21.3% |
| 1Y | +10.5% | +30.4% | -20.0% | +2.1% |
| 3Y | +96.3% | +60.1% | +36.2% | +69.4% |
| 5Y | +98.9% | +46.8% | +52.1% | +73.4% |
| 10Y | +103.6% | +79.2% | +24.4% | +66.6% |
| All | +14,854.2% | +1,705.8% | +13,148.3% | +5,327.4% |
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 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