+146.5%
MOD vs GSK
+65.2%
+81.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.4% | +7.5% | +10.4% |
| 7D | -13.9% | +4.9% | -18.8% | -12.7% |
| 30D | -41.5% | +10.8% | -52.4% | -40.1% |
| 3M | -45.7% | -1.8% | -43.9% | -45.2% |
| 6M | -61.1% | +4.1% | -65.2% | -60.4% |
| YTD | -20.5% | +7.9% | -28.4% | -17.3% |
| 1Y | -32.1% | +14.4% | -46.6% | -28.4% |
| 3Y | +146.5% | +68.1% | +78.4% | +172.4% |
| All | +146.5% | +65.2% | +81.2% | +172.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling