+2,715.8%
MSCI vs GSK
+158.4%
+2,557.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +2.8% | +1.7% | +1.2% | +2.1% |
| 30D | +15.4% | +7.0% | +8.4% | +11.7% |
| 3M | +13.4% | -2.7% | +16.1% | +14.4% |
| 6M | +10.9% | +1.4% | +9.5% | +9.1% |
| YTD | +13.0% | +5.3% | +7.6% | +7.6% |
| 1Y | +12.0% | +10.6% | +1.4% | +3.9% |
| 3Y | +34.1% | +62.6% | -28.5% | -3.0% |
| 5Y | +3.9% | +41.7% | -37.8% | -20.7% |
| 10Y | +802.0% | +104.7% | +697.3% | +438.4% |
| All | +2,715.8% | +158.4% | +2,557.4% | +1,154.2% |
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