+872.1%
MSFT vs GSK
+80.0%
+792.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -3.5% | -5.4% | +1.9% | -1.9% |
| 30D | -2.1% | -4.6% | +2.5% | -0.8% |
| 3M | +24.2% | -5.1% | +29.3% | +25.6% |
| 6M | +21.9% | -11.4% | +33.3% | +25.4% |
| YTD | +2.5% | +0.7% | +1.8% | +0.5% |
| 1Y | -0.8% | +23.0% | -23.8% | -9.7% |
| 3Y | +50.8% | +48.0% | +2.8% | +23.0% |
| 5Y | +73.5% | +48.2% | +25.3% | +37.5% |
| All | +872.1% | +80.0% | +792.1% | +609.2% |
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 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