+607.1%
MS vs GSK
+103.4%
+503.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -1.6% | +1.7% | -3.2% | -2.1% |
| 30D | -3.8% | +7.0% | -10.8% | -6.1% |
| 3M | -14.6% | -2.7% | -11.9% | -14.1% |
| 6M | -5.1% | +1.4% | -6.5% | -6.3% |
| YTD | +4.5% | +5.3% | -0.8% | +0.9% |
| 1Y | +13.5% | +10.6% | +2.9% | +7.5% |
| 3Y | +160.4% | +62.6% | +97.8% | +100.0% |
| 5Y | +112.9% | +41.7% | +71.2% | +71.2% |
| All | +607.1% | +103.4% | +503.7% | +377.3% |
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