+265.1%
MU vs GSK
+14.9%
+250.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.0% | -12.0% | -4.5% |
| 7D | -19.1% | +4.9% | -24.1% | -16.9% |
| 30D | -25.2% | +9.9% | -35.1% | -21.6% |
| 3M | -10.9% | +0.2% | -11.1% | -9.7% |
| 6M | +38.0% | +2.3% | +35.7% | +41.6% |
| YTD | +178.8% | +7.1% | +171.8% | +193.2% |
| 1Y | +265.1% | +13.1% | +252.0% | +285.2% |
| All | +265.1% | +14.9% | +250.2% | +285.2% |
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 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