+4,271.9%
MU vs GSK
+101.6%
+4,170.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.8% | +5.6% |
| 7D | -12.0% | +4.9% | -17.0% | -13.2% |
| 30D | -28.7% | +10.8% | -39.6% | -31.0% |
| 3M | -16.4% | -1.8% | -14.6% | -16.4% |
| 6M | -1.8% | +4.1% | -5.9% | -4.5% |
| YTD | +157.1% | +7.9% | +149.2% | +144.4% |
| 1Y | +208.5% | +14.4% | +194.1% | +186.5% |
| 3Y | +906.2% | +68.1% | +838.1% | +666.0% |
| 5Y | +893.4% | +47.7% | +845.7% | +687.6% |
| 10Y | +4,271.9% | +100.5% | +4,171.4% | +2,929.5% |
| All | +4,271.9% | +101.6% | +4,170.3% | +2,929.5% |
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