+106,206.6%
MU vs GSK
+1,705.8%
+104,500.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.9% | +8.0% | +6.9% |
| 7D | +9.0% | -1.8% | +10.8% | +9.7% |
| 30D | +13.8% | -2.2% | +16.0% | +14.5% |
| 3M | +2.1% | -1.8% | +3.9% | +1.6% |
| 6M | +153.8% | -10.6% | +164.4% | +161.3% |
| YTD | +256.4% | +4.4% | +252.0% | +240.6% |
| 1Y | +719.8% | +30.4% | +689.3% | +607.4% |
| 3Y | +1,360.4% | +60.1% | +1,300.3% | +1,010.9% |
| 5Y | +1,312.4% | +46.8% | +1,265.6% | +994.2% |
| 10Y | +6,142.6% | +79.2% | +6,063.4% | +4,261.7% |
| All | +106,206.6% | +1,705.8% | +104,500.8% | +23,224.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling