+6,406.1%
OMC vs GSK
+1,742.6%
+4,663.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +1.9% | +1.1% | +0.7% | +1.5% |
| 30D | +12.2% | +6.3% | +5.9% | +10.3% |
| 3M | +0.6% | +1.8% | -1.2% | 0.0% |
| 6M | +21.0% | +1.7% | +19.4% | +20.3% |
| YTD | +12.4% | +6.5% | +5.8% | +9.7% |
| 1Y | +25.4% | +9.5% | +15.9% | +21.5% |
| 3Y | +29.2% | +65.3% | -36.1% | +9.7% |
| 5Y | +52.6% | +43.7% | +8.9% | +32.9% |
| 10Y | +53.6% | +104.1% | -50.5% | +19.9% |
| All | +6,406.1% | +1,742.6% | +4,663.5% | +3,883.5% |
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 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