+779.7%
MSCI vs GSK
+101.6%
+678.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | 0.0% |
| 7D | +1.5% | +4.9% | -3.5% | -0.2% |
| 30D | +14.4% | +10.8% | +3.6% | +10.3% |
| 3M | +15.2% | -1.8% | +17.0% | +15.7% |
| 6M | +11.2% | +4.1% | +7.1% | +8.9% |
| YTD | +13.9% | +7.9% | +6.1% | +8.7% |
| 1Y | +12.5% | +14.4% | -1.9% | +4.8% |
| 3Y | +32.3% | +68.1% | -35.8% | -0.3% |
| 5Y | +4.9% | +47.7% | -42.8% | -17.3% |
| 10Y | +779.7% | +100.5% | +679.2% | +492.7% |
| All | +779.7% | +101.6% | +678.1% | +492.7% |
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