+4,524.1%
MU vs GSK
+103.9%
+4,420.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +21.6% | +0.5% | +21.2% | +21.5% |
| 30D | -16.2% | +9.4% | -25.7% | -18.6% |
| 3M | -12.4% | +1.6% | -14.0% | -13.3% |
| 6M | +4.2% | +1.3% | +2.9% | +2.2% |
| YTD | +180.0% | +6.0% | +174.0% | +167.3% |
| 1Y | +226.4% | +9.1% | +217.3% | +208.0% |
| 3Y | +969.7% | +65.4% | +904.3% | +716.3% |
| 5Y | +957.9% | +43.0% | +914.9% | +749.0% |
| All | +4,524.1% | +103.9% | +4,420.2% | +2,991.2% |
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