+553.7%
MS vs GSK
+102.9%
+450.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +0.8% | +5.2% | -4.4% | -0.9% |
| 30D | -0.7% | +10.2% | -10.9% | -4.1% |
| 3M | -12.4% | -0.9% | -11.5% | -12.4% |
| 6M | -1.7% | +3.5% | -5.2% | -3.6% |
| YTD | +8.0% | +7.2% | +0.8% | +3.7% |
| 1Y | +16.2% | +12.0% | +4.2% | +9.6% |
| 3Y | +171.3% | +67.3% | +104.0% | +106.3% |
| 5Y | +124.8% | +45.3% | +79.5% | +79.3% |
| 10Y | +553.7% | +101.8% | +451.9% | +355.2% |
| All | +553.7% | +102.9% | +450.7% | +355.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling