+966.8%
MOD vs GSK
+101.6%
+865.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.4% | +7.5% | +9.6% |
| 7D | -13.9% | +4.9% | -18.8% | -14.5% |
| 30D | -41.5% | +10.8% | -52.4% | -42.5% |
| 3M | -45.7% | -1.8% | -43.9% | -45.7% |
| 6M | -61.1% | +4.1% | -65.2% | -61.6% |
| YTD | -20.5% | +7.9% | -28.4% | -21.7% |
| 1Y | -32.1% | +14.4% | -46.6% | -33.8% |
| 3Y | +146.5% | +68.1% | +78.4% | +114.1% |
| 5Y | +812.7% | +47.7% | +765.1% | +706.1% |
| 10Y | +966.8% | +100.5% | +866.4% | +758.3% |
| All | +966.8% | +101.6% | +865.3% | +758.3% |
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