+3,565.2%
MOD vs GSK
+1,705.8%
+1,859.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +5.0% |
| 7D | +9.6% | -1.8% | +11.4% | +10.3% |
| 30D | 0.0% | -2.2% | +2.2% | +0.6% |
| 3M | -35.4% | -1.8% | -33.6% | -35.5% |
| 6M | -7.3% | -10.6% | +3.3% | -4.2% |
| YTD | +45.8% | +4.4% | +41.4% | +42.2% |
| 1Y | +43.1% | +30.4% | +12.7% | +28.1% |
| 3Y | +297.7% | +60.1% | +237.6% | +217.3% |
| 5Y | +1,478.8% | +46.8% | +1,432.0% | +1,177.7% |
| 10Y | +1,633.4% | +79.2% | +1,554.2% | +1,162.9% |
| All | +3,565.2% | +1,705.8% | +1,859.4% | +1,655.8% |
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 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