+16.8%
PM vs GSK
+24.6%
-7.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -1.2% | -3.6% | +2.4% | -0.3% |
| 30D | -0.2% | -5.9% | +5.8% | +1.2% |
| 3M | +4.9% | -4.3% | +9.2% | +6.0% |
| 6M | +9.0% | -10.8% | +19.8% | +11.5% |
| YTD | +17.8% | +1.8% | +16.0% | +19.8% |
| 1Y | +16.8% | +23.5% | -6.7% | +17.4% |
| All | +16.8% | +24.6% | -7.8% | +17.4% |
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 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