+3,270.6%
MRSH vs GSK
+1,641.8%
+1,628.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -5.9% | -5.4% | -0.5% | -4.2% |
| 30D | -7.3% | -4.6% | -2.7% | -5.9% |
| 3M | +6.7% | -5.1% | +11.8% | +8.4% |
| 6M | +3.0% | -11.4% | +14.4% | +6.7% |
| YTD | -2.9% | +0.7% | -3.6% | -3.9% |
| 1Y | -9.0% | +23.0% | -32.0% | -16.0% |
| 3Y | -4.3% | +48.0% | -52.3% | -18.4% |
| 5Y | +19.4% | +48.2% | -28.8% | +0.3% |
| 10Y | +218.1% | +80.0% | +138.0% | +147.8% |
| All | +3,270.6% | +1,641.8% | +1,628.8% | +1,395.0% |
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