+719.8%
MU vs GSK
+31.2%
+688.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.9% | +8.0% | +5.6% |
| 7D | +9.0% | -1.8% | +10.8% | +8.5% |
| 30D | +13.8% | -2.2% | +16.0% | +13.4% |
| 3M | +2.1% | -1.8% | +3.9% | +1.9% |
| 6M | +153.8% | -10.6% | +164.4% | +156.9% |
| YTD | +256.4% | +4.4% | +252.0% | +256.7% |
| 1Y | +719.8% | +30.4% | +689.3% | +623.0% |
| All | +719.8% | +31.2% | +688.5% | +623.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling