+618.6%
MSCI vs GSK
+81.4%
+537.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | +0.4% | -1.8% | +2.2% | +1.0% |
| 30D | +0.6% | -2.2% | +2.7% | +1.2% |
| 3M | -7.1% | -1.8% | -5.3% | -6.9% |
| 6M | +0.8% | -10.6% | +11.4% | +4.1% |
| YTD | +1.0% | +4.4% | -3.4% | -2.4% |
| 1Y | +4.3% | +30.4% | -26.1% | -8.7% |
| 3Y | +9.9% | +60.1% | -50.1% | -15.7% |
| 5Y | -6.8% | +46.8% | -53.6% | -26.9% |
| All | +618.6% | +81.4% | +537.2% | +401.7% |
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