+906.4%
MOD vs GSK
+103.4%
+803.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | -25.5% | +1.7% | -27.2% | -25.8% |
| 30D | -49.0% | +7.0% | -56.0% | -49.6% |
| 3M | -49.8% | -2.7% | -47.2% | -49.8% |
| 6M | -64.8% | +1.4% | -66.2% | -65.1% |
| YTD | -27.6% | +5.3% | -33.0% | -28.5% |
| 1Y | -35.2% | +10.6% | -45.8% | -36.6% |
| 3Y | +137.1% | +62.6% | +74.5% | +106.9% |
| 5Y | +760.3% | +41.7% | +718.6% | +665.5% |
| All | +906.4% | +103.4% | +803.0% | +717.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling