+71.4%
MSFT vs GSK
+46.9%
+24.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | -0.9% |
| 7D | -1.4% | -4.2% | +2.8% | -1.1% |
| 30D | -1.0% | -7.5% | +6.5% | -0.4% |
| 3M | +20.2% | -3.3% | +23.5% | +20.3% |
| 6M | +21.3% | -9.3% | +30.6% | +22.1% |
| YTD | +2.8% | +1.6% | +1.2% | +1.7% |
| 1Y | 0.0% | +25.5% | -25.5% | -4.1% |
| 3Y | +51.2% | +49.3% | +2.0% | +37.8% |
| 5Y | +71.4% | +46.7% | +24.8% | +54.9% |
| All | +71.4% | +46.9% | +24.6% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling