+847.8%
MU vs GSK
+43.2%
+804.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.1% |
| 7D | -22.0% | +1.7% | -23.7% | -22.0% |
| 30D | -36.6% | +7.0% | -43.6% | -36.9% |
| 3M | -21.7% | -2.7% | -19.1% | -21.6% |
| 6M | +3.5% | +1.4% | +2.1% | +2.8% |
| YTD | +141.9% | +5.3% | +136.6% | +137.7% |
| 1Y | +189.8% | +10.6% | +179.2% | +181.8% |
| 3Y | +855.4% | +62.6% | +792.8% | +734.9% |
| All | +847.8% | +43.2% | +804.6% | +713.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling