+250.9%
PM vs GSK
+102.9%
+148.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -6.6% | +5.2% | -11.8% | -8.4% |
| 30D | -3.4% | +10.2% | -13.6% | -7.0% |
| 3M | +5.3% | -0.9% | +6.2% | +5.3% |
| 6M | +15.5% | +3.5% | +12.0% | +13.6% |
| YTD | +24.3% | +7.2% | +17.0% | +20.0% |
| 1Y | +29.7% | +12.0% | +17.7% | +23.1% |
| 3Y | +144.9% | +67.3% | +77.6% | +90.4% |
| 5Y | +159.0% | +45.3% | +113.8% | +111.2% |
| 10Y | +250.9% | +101.8% | +149.2% | +142.3% |
| All | +250.9% | +102.9% | +148.0% | +142.3% |
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