+1,544.7%
MOD vs GSK
+1,724.7%
-180.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.4% | -5.8% | -6.8% |
| 7D | -34.2% | +3.6% | -37.7% | -35.3% |
| 30D | -51.9% | +8.2% | -60.1% | -53.6% |
| 3M | -53.0% | -1.2% | -51.9% | -53.5% |
| 6M | -66.4% | +1.9% | -68.2% | -67.3% |
| YTD | -31.5% | +5.5% | -37.1% | -34.2% |
| 1Y | -39.6% | +11.8% | -51.4% | -43.2% |
| 3Y | +116.8% | +64.5% | +52.3% | +69.3% |
| 5Y | +713.8% | +41.9% | +671.9% | +560.5% |
| 10Y | +882.7% | +105.1% | +777.6% | +571.7% |
| All | +1,544.7% | +1,724.7% | -180.0% | +675.9% |
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