+578.8%
MS vs GSK
+101.6%
+477.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.3% |
| 7D | +0.7% | +4.9% | -4.2% | -0.8% |
| 30D | -0.9% | +10.8% | -11.8% | -4.5% |
| 3M | -13.0% | -1.8% | -11.2% | -12.7% |
| 6M | -2.0% | +4.1% | -6.1% | -4.0% |
| YTD | +7.8% | +7.9% | -0.1% | +3.3% |
| 1Y | +17.9% | +14.4% | +3.4% | +10.3% |
| 3Y | +174.8% | +68.1% | +106.7% | +108.9% |
| 5Y | +119.9% | +47.7% | +72.2% | +74.0% |
| 10Y | +578.8% | +100.5% | +478.4% | +376.3% |
| All | +578.8% | +101.6% | +477.3% | +376.3% |
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