-35.5%
MOD vs GSK
+13.5%
-48.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -3.0% |
| 7D | -17.8% | +5.2% | -23.0% | -16.7% |
| 30D | -43.2% | +10.2% | -53.4% | -42.6% |
| 3M | -46.0% | -0.9% | -45.1% | -44.8% |
| 6M | -62.2% | +3.5% | -65.7% | -62.3% |
| YTD | -22.8% | +7.2% | -30.0% | -17.9% |
| 1Y | -35.5% | +12.0% | -47.5% | -30.5% |
| All | -35.5% | +13.5% | -48.9% | -30.5% |
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 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