+189.8%
MU vs GSK
+14.2%
+175.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.8% | +7.3% |
| 7D | -12.0% | +4.9% | -17.0% | -9.9% |
| 30D | -28.7% | +10.8% | -39.6% | -25.1% |
| 3M | -16.4% | -1.8% | -14.6% | -16.2% |
| 6M | -1.8% | +4.1% | -5.9% | +1.0% |
| YTD | +157.1% | +7.9% | +149.2% | +171.7% |
| All | +189.8% | +14.2% | +175.6% | +208.7% |
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