+145.1%
MS vs GSK
+48.0%
+97.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | +1.4% | -1.8% | +3.2% | +1.6% |
| 30D | -0.3% | -2.2% | +1.9% | 0.0% |
| 3M | +0.3% | -1.8% | +2.1% | +0.4% |
| 6M | +31.3% | -10.6% | +41.9% | +33.2% |
| YTD | +24.7% | +4.4% | +20.2% | +23.2% |
| 1Y | +47.9% | +30.4% | +17.5% | +40.2% |
| 3Y | +178.3% | +60.1% | +118.3% | +146.8% |
| All | +145.1% | +48.0% | +97.0% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling