+129.9%
MRK vs GAP
+8.7%
+121.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.6% |
| 7D | -4.3% | -4.1% | -0.2% | -4.1% |
| 30D | +8.3% | +6.2% | +2.1% | +8.1% |
| 3M | +20.0% | -0.7% | +20.7% | +20.0% |
| 6M | +25.7% | -7.1% | +32.8% | +25.8% |
| YTD | +38.7% | -14.1% | +52.8% | +39.1% |
| 1Y | +74.7% | -8.5% | +83.2% | +74.8% |
| 3Y | +45.4% | +115.4% | -70.0% | +42.0% |
| All | +129.9% | +8.7% | +121.1% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 5y: compounded portfolio wealth divided by compounded GAP 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…
5y analysis · Full analysis span regression · 6 months rolling