+139,199.0%
MSFT vs GSK
+1,731.5%
+137,467.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -1.8% |
| 7D | -6.2% | -1.1% | -5.2% | -5.9% |
| 30D | -3.7% | +7.8% | -11.5% | -6.2% |
| 3M | +3.6% | +0.3% | +3.3% | +3.3% |
| 6M | +26.8% | +3.4% | +23.4% | +24.3% |
| YTD | +8.4% | +5.9% | +2.5% | +4.6% |
| 1Y | +3.3% | +8.2% | -4.9% | -1.3% |
| 3Y | +44.3% | +65.3% | -21.0% | +14.9% |
| 5Y | +63.3% | +43.3% | +20.0% | +35.0% |
| 10Y | +894.4% | +102.9% | +791.5% | +618.6% |
| All | +139,199.0% | +1,731.5% | +137,467.5% | +39,590.8% |
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