+6,288.2%
MS vs GSK
+1,032.4%
+5,255.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.4% |
| 7D | +1.4% | -1.8% | +3.2% | +2.4% |
| 30D | -0.3% | -2.2% | +1.9% | +0.8% |
| 3M | +0.3% | -1.8% | +2.1% | +0.6% |
| 6M | +31.3% | -10.6% | +41.9% | +38.4% |
| YTD | +24.7% | +4.4% | +20.2% | +18.9% |
| 1Y | +47.9% | +30.4% | +17.5% | +22.5% |
| 3Y | +178.3% | +60.1% | +118.3% | +93.9% |
| 5Y | +144.9% | +46.8% | +98.1% | +73.8% |
| 10Y | +804.5% | +79.2% | +725.3% | +453.2% |
| All | +6,288.2% | +1,032.4% | +5,255.8% | +2,140.4% |
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